+423.4%
NFLX vs CAPR
-64.9%
+488.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.6% | +0.8% |
| 7D | +2.6% | +36.0% | -33.5% | +2.3% |
| 30D | -9.0% | +25.8% | -34.8% | -9.2% |
| 3M | -13.7% | +140.8% | -154.6% | -14.5% |
| 6M | -26.9% | -67.6% | +40.7% | -26.7% |
| YTD | -31.8% | -65.9% | +34.1% | -31.7% |
| 1Y | -42.1% | +66.1% | -108.2% | -44.0% |
| 3Y | +47.0% | +256.9% | -209.9% | +36.2% |
| 5Y | -2.5% | +172.1% | -174.6% | -10.2% |
| 10Y | +423.4% | -64.7% | +488.1% | +328.3% |
| All | +423.4% | -64.9% | +488.3% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling