+76.6%
NFLX vs IR
+10.0%
+66.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.5% |
| 7D | -4.2% | -2.8% | -1.4% | -3.9% |
| 30D | +5.5% | -15.1% | +20.6% | +7.9% |
| 3M | -4.1% | +6.1% | -10.1% | -5.0% |
| 6M | -20.7% | -16.8% | -3.9% | -18.6% |
| YTD | -16.5% | -3.5% | -13.0% | -17.0% |
| 1Y | -37.8% | -3.5% | -34.3% | -38.3% |
| All | +76.6% | +10.0% | +66.6% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling