+28.8%
NFLX vs QS
-62.6%
+91.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.5% |
| 7D | -2.0% | -14.0% | +12.0% | -1.0% |
| 30D | -11.9% | -6.4% | -5.6% | -11.6% |
| 3M | -20.6% | -40.3% | +19.7% | -18.0% |
| 6M | -29.0% | -57.5% | +28.5% | -25.4% |
| YTD | -33.7% | -64.7% | +31.0% | -29.9% |
| 1Y | -46.2% | -72.9% | +26.7% | -42.0% |
| 3Y | +39.8% | -33.5% | +73.2% | +32.0% |
| 5Y | -9.0% | -90.5% | +81.6% | -10.8% |
| All | +28.8% | -62.6% | +91.5% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling