+29.0%
NFLX vs ON
+62.4%
-33.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.5% |
| 7D | -4.2% | +2.4% | -6.7% | -4.7% |
| 30D | +5.5% | -3.3% | +8.7% | +5.9% |
| 3M | -4.1% | -43.6% | +39.5% | +5.2% |
| 6M | -20.7% | +19.0% | -39.6% | -29.2% |
| YTD | -16.5% | +37.4% | -53.9% | -28.9% |
| 1Y | -37.8% | +54.8% | -92.5% | -49.3% |
| 3Y | +77.9% | -25.2% | +103.1% | +69.0% |
| All | +29.0% | +62.4% | -33.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling