+52,297.5%
NFLX vs IT
+1,559.5%
+50,738.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | -4.4% | -3.7% | -0.7% | -3.1% |
| 30D | -11.0% | -3.1% | -7.9% | -10.7% |
| 3M | -15.5% | +6.3% | -21.9% | -18.4% |
| 6M | -28.5% | +24.8% | -53.2% | -36.4% |
| YTD | -33.1% | -24.4% | -8.8% | -30.0% |
| 1Y | -45.8% | -17.1% | -28.8% | -45.3% |
| 3Y | +40.2% | -53.6% | +93.8% | +69.5% |
| 5Y | -8.2% | -42.5% | +34.4% | +1.3% |
| 10Y | +446.2% | +88.8% | +357.4% | +259.5% |
| All | +52,297.5% | +1,559.5% | +50,738.1% | +10,103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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