+17.6%
NFLX vs COMP
-52.0%
+69.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.0% | -4.8% |
| 7D | +2.1% | +13.4% | -11.3% | +0.1% |
| 30D | -9.0% | +11.1% | -20.1% | -10.7% |
| 3M | -14.0% | -18.8% | +4.9% | -11.8% |
| 6M | -28.2% | +10.5% | -38.7% | -30.1% |
| YTD | -32.4% | -3.4% | -29.0% | -33.9% |
| 1Y | -42.2% | +19.7% | -61.9% | -45.4% |
| 3Y | +45.9% | +381.6% | -335.7% | +0.9% |
| 5Y | -1.8% | -17.6% | +15.8% | -20.3% |
| All | +17.6% | -52.0% | +69.5% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling