+28.5%
NFLX vs NOC
+56.1%
-27.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -5.0% | -2.7% | -2.3% | -5.1% |
| 30D | +3.5% | -8.9% | +12.4% | +3.3% |
| 3M | -7.1% | -3.7% | -3.4% | -7.2% |
| 6M | -22.5% | -30.8% | +8.3% | -24.0% |
| YTD | -18.1% | -7.9% | -10.2% | -18.1% |
| 1Y | -38.3% | -9.4% | -28.9% | -38.3% |
| 3Y | +73.4% | +29.0% | +44.4% | +76.2% |
| All | +28.5% | +56.1% | -27.6% | +35.4% |
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