+423.4%
NFLX vs P
+748.5%
-325.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | -0.5% |
| 7D | +2.6% | -9.6% | +12.2% | +4.3% |
| 30D | -9.0% | -33.4% | +24.4% | -1.8% |
| 3M | -13.7% | +14.2% | -27.9% | -18.8% |
| 6M | -26.9% | +31.6% | -58.5% | -35.1% |
| YTD | -31.8% | +53.5% | -85.3% | -42.7% |
| 1Y | -42.1% | +14.2% | -56.2% | -48.3% |
| 3Y | +47.0% | +190.5% | -143.5% | -7.5% |
| 5Y | -2.5% | +256.3% | -258.9% | -43.4% |
| 10Y | +423.4% | +707.9% | -284.5% | +136.4% |
| All | +423.4% | +748.5% | -325.1% | +136.4% |
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