-42.2%
NFLX vs Q
+75.8%
-118.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.2% |
| 7D | -0.3% | +4.0% | -4.2% | +0.3% |
| 30D | -10.0% | -2.3% | -7.7% | -9.9% |
| 3M | -17.1% | -7.9% | -9.2% | -17.2% |
| 6M | -27.7% | -16.0% | -11.7% | -28.4% |
| YTD | -32.5% | +51.7% | -84.2% | -31.5% |
| 1Y | -43.5% | +28.3% | -71.8% | -41.9% |
| All | -42.2% | +75.8% | -118.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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