+65,302.9%
NFLX vs M
+116.0%
+65,186.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -5.8% |
| 7D | -4.2% | +4.7% | -9.0% | -5.1% |
| 30D | +5.5% | -9.6% | +15.1% | +7.4% |
| 3M | -4.1% | +0.9% | -4.9% | -4.7% |
| 6M | -20.7% | +22.3% | -43.0% | -24.4% |
| YTD | -16.5% | +6.5% | -23.1% | -18.7% |
| 1Y | -37.8% | +38.8% | -76.5% | -42.8% |
| 3Y | +77.9% | +115.9% | -38.0% | +41.8% |
| 5Y | +32.5% | +28.6% | +3.9% | +12.4% |
| 10Y | +703.6% | -2.5% | +706.1% | +515.0% |
| All | +65,302.9% | +116.0% | +65,186.9% | +20,317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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