+485.3%
NFLX vs P
+469.1%
+16.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -4.0% |
| 7D | +2.1% | -23.8% | +25.9% | +7.3% |
| 30D | -9.0% | -36.6% | +27.6% | -1.3% |
| 3M | -14.0% | +10.9% | -24.8% | -18.2% |
| 6M | -28.2% | +30.0% | -58.2% | -35.6% |
| YTD | -32.4% | +44.4% | -76.8% | -41.7% |
| 1Y | -42.2% | +3.9% | -46.1% | -46.8% |
| 3Y | +45.9% | +176.6% | -130.7% | -2.9% |
| 5Y | -1.8% | +249.3% | -251.1% | -39.4% |
| 10Y | +419.6% | +726.9% | -307.3% | +162.0% |
| All | +485.3% | +469.1% | +16.2% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling