+45.1%
NFLX vs COMP
-47.7%
+92.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.4% |
| 7D | -4.2% | +1.4% | -5.6% | -4.5% |
| 30D | +5.5% | -13.3% | +18.8% | +7.5% |
| 3M | -4.1% | +41.1% | -45.2% | -9.2% |
| 6M | -20.7% | +17.2% | -37.9% | -24.0% |
| YTD | -16.5% | +5.2% | -21.7% | -19.1% |
| 1Y | -37.8% | +18.9% | -56.7% | -41.2% |
| 3Y | +77.9% | +215.9% | -138.0% | +33.5% |
| 5Y | +32.5% | -31.2% | +63.7% | +6.4% |
| All | +45.1% | -47.7% | +92.7% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling