+1.5%
NFLX vs PATH
-78.0%
+79.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.5% | -0.3% |
| 7D | +5.7% | -5.6% | +11.2% | +7.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.5% |
| 3M | -11.6% | -5.9% | -5.8% | -11.1% |
| 6M | -25.4% | +21.6% | -47.0% | -30.4% |
| YTD | -30.1% | -20.6% | -9.5% | -28.4% |
| 1Y | -40.3% | -10.6% | -29.7% | -41.6% |
| 3Y | +51.6% | -24.9% | +76.5% | +38.9% |
| 5Y | +1.5% | -76.8% | +78.4% | +18.6% |
| All | +1.5% | -78.0% | +79.6% | +18.6% |
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