+27.2%
NFLX vs FOXA
+87.1%
-59.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | -8.1% | -5.4% | -2.7% | -6.4% |
| 30D | -0.3% | +1.1% | -1.5% | -0.7% |
| 3M | -6.6% | -6.1% | -0.5% | -5.6% |
| 6M | -22.7% | +8.2% | -30.9% | -26.1% |
| YTD | -18.9% | -11.8% | -7.1% | -16.6% |
| 1Y | -39.8% | +9.9% | -49.7% | -43.5% |
| 3Y | +71.7% | +110.7% | -39.0% | +17.8% |
| 5Y | +27.2% | +86.9% | -59.7% | -12.2% |
| All | +27.2% | +87.1% | -59.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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