+448.2%
NFLX vs JPM
+481.5%
-33.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.2% |
| 7D | -2.0% | +3.5% | -5.5% | -3.1% |
| 30D | -11.9% | +3.3% | -15.2% | -12.9% |
| 3M | -20.6% | -4.2% | -16.4% | -19.5% |
| 6M | -29.0% | +16.4% | -45.4% | -32.8% |
| YTD | -33.7% | +9.5% | -43.2% | -36.2% |
| 1Y | -46.2% | +14.0% | -60.2% | -49.0% |
| 3Y | +39.8% | +153.1% | -113.3% | -0.8% |
| 5Y | -9.0% | +134.9% | -143.8% | -35.6% |
| All | +448.2% | +481.5% | -33.3% | +212.8% |
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