+47.0%
NFLX vs ON
+4.3%
+42.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.3% | +0.5% |
| 7D | +2.6% | -1.4% | +4.0% | +2.6% |
| 30D | -9.0% | -10.9% | +1.8% | -8.7% |
| 3M | -13.7% | -14.9% | +1.1% | -13.4% |
| 6M | -26.9% | -33.0% | +6.1% | -26.7% |
| YTD | -31.8% | +27.6% | -59.4% | -37.2% |
| 1Y | -42.1% | +44.5% | -86.5% | -47.8% |
| 3Y | +47.0% | +7.4% | +39.6% | +30.5% |
| All | +47.0% | +4.3% | +42.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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