+386.6%
NFLX vs IR
+288.5%
+98.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.7% |
| 7D | -4.2% | -2.8% | -1.4% | -3.6% |
| 30D | +5.5% | -15.1% | +20.6% | +10.0% |
| 3M | -4.1% | +6.1% | -10.1% | -5.9% |
| 6M | -20.7% | -16.8% | -3.9% | -17.5% |
| YTD | -16.5% | -3.5% | -13.0% | -17.1% |
| 1Y | -37.8% | -3.5% | -34.3% | -38.5% |
| 3Y | +77.9% | +9.5% | +68.4% | +65.5% |
| 5Y | +32.5% | +45.1% | -12.6% | +12.5% |
| All | +386.6% | +288.5% | +98.1% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling