+681.4%
NFLX vs QSR
+135.2%
+546.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -1.1% | -4.0% | +2.9% | +0.2% |
| 30D | +4.3% | +2.8% | +1.5% | +3.4% |
| 3M | -4.8% | +5.1% | -9.9% | -6.2% |
| 6M | -18.4% | +8.8% | -27.2% | -20.8% |
| YTD | -17.4% | +14.8% | -32.3% | -21.2% |
| 1Y | -35.7% | +25.7% | -61.4% | -40.6% |
| 3Y | +73.8% | +27.5% | +46.3% | +56.8% |
| 5Y | +29.3% | +41.3% | -12.0% | +11.5% |
| All | +681.4% | +135.2% | +546.2% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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