+115.5%
NFLX vs FOXA
+90.3%
+25.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | +3.5% | +2.3% | +1.2% | +3.0% |
| 3M | -7.1% | -2.8% | -4.3% | -7.2% |
| 6M | -22.5% | +9.6% | -32.1% | -24.8% |
| YTD | -18.1% | -9.9% | -8.2% | -17.1% |
| 1Y | -38.3% | +5.4% | -43.7% | -40.0% |
| 3Y | +73.4% | +115.3% | -41.9% | +42.0% |
| 5Y | +26.7% | +93.1% | -66.4% | +5.7% |
| All | +115.5% | +90.3% | +25.2% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling