-1.9%
NFLX vs NOC
+65.5%
-67.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -2.8% | +4.9% | -7.7% | -2.7% |
| 30D | -8.6% | +13.6% | -22.2% | -8.3% |
| 3M | -13.7% | -3.9% | -9.8% | -13.8% |
| 6M | -24.5% | +1.4% | -25.9% | -24.5% |
| YTD | -31.2% | -2.2% | -29.0% | -31.0% |
| 1Y | -43.2% | -1.2% | -42.0% | -43.0% |
| 3Y | +44.3% | +25.0% | +19.3% | +47.0% |
| 5Y | -1.9% | +66.0% | -67.9% | +8.9% |
| All | -1.9% | +65.5% | -67.4% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling