+29.0%
NFLX vs PATH
-76.4%
+105.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.6% | +11.3% | -1.3% |
| 7D | -4.2% | -16.3% | +12.1% | -0.3% |
| 30D | +5.5% | +9.9% | -4.5% | +2.4% |
| 3M | -4.1% | +30.2% | -34.2% | -11.1% |
| 6M | -20.7% | +37.2% | -57.9% | -28.4% |
| YTD | -16.5% | -7.3% | -9.2% | -17.4% |
| 1Y | -37.8% | +40.0% | -77.8% | -46.8% |
| 3Y | +77.9% | -4.4% | +82.3% | +51.5% |
| All | +29.0% | -76.4% | +105.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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