+448.2%
NFLX vs NOC
+160.0%
+288.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.0% | +4.8% | -6.8% | -2.7% |
| 30D | -11.9% | +11.0% | -23.0% | -13.5% |
| 3M | -20.6% | -3.8% | -16.8% | -20.2% |
| 6M | -29.0% | +0.6% | -29.7% | -29.3% |
| YTD | -33.7% | -2.3% | -31.4% | -33.9% |
| 1Y | -46.2% | +0.3% | -46.4% | -46.6% |
| 3Y | +39.8% | +24.6% | +15.2% | +31.2% |
| 5Y | -9.0% | +66.0% | -74.9% | -23.5% |
| All | +448.2% | +160.0% | +288.1% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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