-8.5%
NFLX vs COP
+133.8%
-142.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.1% |
| 7D | -2.0% | +4.4% | -6.4% | -2.6% |
| 30D | -11.9% | 0.0% | -11.9% | -12.1% |
| 3M | -20.6% | +15.0% | -35.6% | -22.5% |
| 6M | -29.0% | +22.0% | -51.0% | -31.5% |
| YTD | -33.7% | +55.3% | -89.1% | -38.8% |
| 1Y | -46.2% | +64.1% | -110.3% | -50.9% |
| 3Y | +39.8% | +34.1% | +5.7% | +30.4% |
| All | -8.5% | +133.8% | -142.3% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 5y: compounded portfolio wealth divided by compounded COP 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…
5y analysis · Full analysis span regression · 6 months rolling