+462.3%
NFLX vs P
+686.0%
-223.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.1% |
| 7D | -2.8% | -4.7% | +1.9% | -2.2% |
| 30D | -8.6% | -31.4% | +22.8% | -1.9% |
| 3M | -13.7% | -2.6% | -11.1% | -15.4% |
| 6M | -24.5% | +21.9% | -46.4% | -31.5% |
| YTD | -31.2% | +58.9% | -90.1% | -42.7% |
| 1Y | -43.2% | +21.7% | -65.0% | -50.1% |
| 3Y | +44.3% | +193.3% | -149.0% | -9.6% |
| 5Y | -1.9% | +275.1% | -277.0% | -44.0% |
| 10Y | +462.3% | +655.3% | -193.0% | +150.2% |
| All | +462.3% | +686.0% | -223.7% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling