-39.3%
NFLX vs NSC
+24.4%
-63.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.7% | +4.6% |
| 7D | +7.1% | +1.8% | +5.3% | +7.0% |
| 30D | -1.6% | +8.8% | -10.5% | -1.9% |
| 3M | -9.8% | +1.2% | -11.0% | -9.7% |
| 6M | -27.1% | +11.3% | -38.4% | -27.2% |
| YTD | -29.2% | +20.7% | -49.9% | -28.3% |
| 1Y | -39.3% | +23.4% | -62.7% | -37.3% |
| All | -39.3% | +24.4% | -63.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling