+58.6%
NFLX vs EOSE
-57.1%
+115.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -2.5% |
| 7D | -5.0% | +41.4% | -46.4% | -7.1% |
| 30D | +3.5% | +3.6% | -0.1% | +3.0% |
| 3M | -7.1% | -35.7% | +28.6% | -5.4% |
| 6M | -22.5% | -29.9% | +7.4% | -22.4% |
| YTD | -18.1% | -62.5% | +44.4% | -16.1% |
| 1Y | -38.3% | -37.4% | -0.9% | -39.9% |
| 3Y | +73.4% | +55.8% | +17.6% | +46.0% |
| 5Y | +26.7% | -67.8% | +94.5% | -1.8% |
| All | +58.6% | -57.1% | +115.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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