+50.8%
NFLX vs COMP
+309.8%
-259.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.2% | +6.9% | -0.6% |
| 7D | +5.7% | -1.8% | +7.5% | +5.8% |
| 30D | -4.6% | -0.8% | -3.8% | -4.6% |
| 3M | -11.6% | -28.1% | +16.5% | -9.7% |
| 6M | -25.4% | +27.0% | -52.4% | -27.0% |
| YTD | -30.1% | -12.8% | -17.3% | -29.8% |
| 1Y | -40.3% | +4.9% | -45.2% | -41.0% |
| All | +50.8% | +309.8% | -259.0% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling