+681.4%
NFLX vs CBOE
+368.5%
+312.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.3% |
| 7D | -1.1% | -5.8% | +4.7% | +0.3% |
| 30D | +4.3% | -3.1% | +7.4% | +4.8% |
| 3M | -4.8% | -4.8% | 0.0% | -4.2% |
| 6M | -18.4% | -0.6% | -17.9% | -19.4% |
| YTD | -17.4% | +12.8% | -30.2% | -21.0% |
| 1Y | -35.7% | +19.8% | -55.5% | -39.5% |
| 3Y | +73.8% | +86.9% | -13.2% | +41.0% |
| 5Y | +29.3% | +136.5% | -107.3% | -3.7% |
| All | +681.4% | +368.5% | +312.9% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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