+137.3%
NFLX vs NVDL
+2,608.0%
-2,470.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | -0.3% | +3.4% | -3.7% | -1.1% |
| 3M | -6.6% | +8.1% | -14.7% | -8.5% |
| 6M | -22.7% | +31.9% | -54.5% | -27.0% |
| YTD | -18.9% | +21.1% | -40.0% | -23.2% |
| 1Y | -39.8% | +34.0% | -73.9% | -44.6% |
| 3Y | +71.7% | +677.9% | -606.2% | +4.1% |
| All | +137.3% | +2,608.0% | -2,470.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 all: compounded portfolio wealth divided by compounded NVDL 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…
all analysis · Full analysis span regression · 6 months rolling