+23,819.2%
NFLX vs CAPR
-99.1%
+23,918.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.4% |
| 7D | -4.2% | -2.0% | -2.3% | -4.2% |
| 30D | +5.5% | +139.2% | -133.7% | +4.7% |
| 3M | -4.1% | -66.4% | +62.3% | -3.8% |
| 6M | -20.7% | -63.1% | +42.5% | -20.6% |
| YTD | -16.5% | -67.4% | +50.9% | -16.4% |
| 1Y | -37.8% | +58.2% | -96.0% | -39.6% |
| 3Y | +77.9% | +42.2% | +35.7% | +70.3% |
| 5Y | +32.5% | +87.3% | -54.7% | +25.6% |
| 10Y | +703.6% | -75.3% | +778.8% | +636.3% |
| All | +23,819.2% | -99.1% | +23,918.3% | +21,484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling