+21,898.0%
NFLX vs QID
-100.0%
+21,998.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.5% |
| 7D | -4.2% | -0.6% | -3.6% | -4.5% |
| 30D | +5.5% | 0.0% | +5.5% | +5.5% |
| 3M | -4.1% | +3.7% | -7.8% | -1.6% |
| 6M | -20.7% | -29.9% | +9.2% | -33.2% |
| YTD | -16.5% | -28.8% | +12.2% | -28.8% |
| 1Y | -37.8% | -37.2% | -0.6% | -49.9% |
| 3Y | +77.9% | -73.7% | +151.6% | +2.3% |
| 5Y | +32.5% | -80.7% | +113.3% | -16.5% |
| 10Y | +703.6% | -99.1% | +802.7% | +56.7% |
| All | +21,898.0% | -100.0% | +21,998.0% | +1,404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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