+681.4%
NFLX vs JPM
+600.5%
+81.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.6% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +4.3% | -2.5% | +6.7% | +5.1% |
| 3M | -4.8% | +14.1% | -18.9% | -9.0% |
| 6M | -18.4% | +25.1% | -43.5% | -24.6% |
| YTD | -17.4% | +12.1% | -29.6% | -21.1% |
| 1Y | -35.7% | +18.8% | -54.5% | -39.9% |
| 3Y | +73.8% | +163.4% | -89.6% | +22.4% |
| 5Y | +29.3% | +156.5% | -127.3% | -10.2% |
| All | +681.4% | +600.5% | +81.0% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling