+73.8%
NFLX vs CBOE
+89.1%
-15.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +1.9% |
| 7D | -1.1% | -5.8% | +4.7% | -1.0% |
| 30D | +4.3% | -3.1% | +7.4% | +4.3% |
| 3M | -4.8% | -4.8% | 0.0% | -4.6% |
| 6M | -18.4% | -0.6% | -17.9% | -18.1% |
| YTD | -17.4% | +12.8% | -30.2% | -16.5% |
| 1Y | -35.7% | +19.8% | -55.5% | -34.5% |
| 3Y | +73.8% | +86.9% | -13.2% | +67.3% |
| All | +73.8% | +89.1% | -15.3% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling