+47.0%
NFLX vs IR
+30.5%
+16.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.3% |
| 7D | +2.6% | +5.0% | -2.4% | +2.0% |
| 30D | -9.0% | +10.3% | -19.4% | -10.2% |
| 3M | -13.7% | -0.1% | -13.7% | -13.7% |
| 6M | -26.9% | +14.8% | -41.7% | -28.3% |
| YTD | -31.8% | +9.7% | -41.5% | -33.3% |
| 1Y | -42.1% | +12.2% | -54.3% | -43.7% |
| 3Y | +47.0% | +30.0% | +17.0% | +32.8% |
| All | +47.0% | +30.5% | +16.5% | +32.8% |
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