-39.3%
NFLX vs COMP
+23.8%
-63.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.7% | -3.0% | +4.1% |
| 7D | +7.1% | +9.5% | -2.4% | +6.4% |
| 30D | -1.6% | +8.1% | -9.7% | -2.3% |
| 3M | -9.8% | -16.3% | +6.6% | -9.1% |
| 6M | -27.1% | +42.2% | -69.3% | -28.0% |
| YTD | -29.2% | -5.0% | -24.2% | -27.6% |
| 1Y | -39.3% | +20.1% | -59.4% | -41.5% |
| All | -39.3% | +23.8% | -63.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling