+39.8%
NFLX vs IR
+25.2%
+14.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -11.9% | +9.2% | -21.1% | -12.9% |
| 3M | -20.6% | +0.9% | -21.5% | -20.7% |
| 6M | -29.0% | +19.2% | -48.3% | -30.8% |
| YTD | -33.7% | +7.5% | -41.2% | -35.0% |
| 1Y | -46.2% | +11.7% | -57.9% | -47.8% |
| 3Y | +39.8% | +23.9% | +15.9% | +30.9% |
| All | +39.8% | +25.2% | +14.6% | +30.9% |
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