+73.4%
NFLX vs NTAP
+153.4%
-80.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | -5.0% | +3.3% | -8.3% | -5.5% |
| 30D | +3.5% | -0.2% | +3.8% | +3.5% |
| 3M | -7.1% | +11.4% | -18.5% | -9.0% |
| 6M | -22.5% | +88.7% | -111.1% | -32.8% |
| YTD | -18.1% | +78.9% | -97.0% | -28.3% |
| 1Y | -38.3% | +58.8% | -97.1% | -44.4% |
| 3Y | +73.4% | +153.5% | -80.2% | +38.6% |
| All | +73.4% | +153.4% | -80.1% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling