+452.9%
NFLX vs NOC
+159.4%
+293.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -4.4% | +4.5% | -8.9% | -5.0% |
| 30D | -11.0% | +14.1% | -25.1% | -13.0% |
| 3M | -15.5% | -4.5% | -11.1% | -15.1% |
| 6M | -28.5% | -0.8% | -27.7% | -28.6% |
| YTD | -33.1% | -2.5% | -30.6% | -33.3% |
| 1Y | -45.8% | -0.1% | -45.8% | -46.3% |
| 3Y | +40.2% | +24.6% | +15.6% | +31.6% |
| 5Y | -8.2% | +65.6% | -73.8% | -22.8% |
| All | +452.9% | +159.4% | +293.5% | +251.1% |
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