+41.0%
NFLX vs QS
-28.5%
+69.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.8% | +5.0% | -2.6% |
| 7D | -4.4% | -5.6% | +1.2% | -4.2% |
| 30D | -11.0% | -5.8% | -5.2% | -10.9% |
| 3M | -15.5% | -39.2% | +23.7% | -14.4% |
| 6M | -28.5% | -53.9% | +25.4% | -27.1% |
| YTD | -33.1% | -62.8% | +29.6% | -31.6% |
| 1Y | -45.8% | -73.5% | +27.7% | -44.1% |
| All | +41.0% | -28.5% | +69.5% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling