+1,490.4%
NFLX vs QSR
+206.0%
+1,284.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -8.1% | -2.4% | -5.7% | -7.4% |
| 30D | -0.3% | +5.7% | -6.0% | -2.2% |
| 3M | -6.6% | +6.9% | -13.5% | -8.6% |
| 6M | -22.7% | +6.9% | -29.5% | -24.6% |
| YTD | -18.9% | +14.9% | -33.8% | -22.8% |
| 1Y | -39.8% | +29.1% | -68.9% | -45.1% |
| 3Y | +71.7% | +26.1% | +45.6% | +54.8% |
| 5Y | +27.2% | +42.3% | -15.1% | +9.2% |
| 10Y | +687.9% | +134.0% | +553.9% | +441.2% |
| All | +1,490.4% | +206.0% | +1,284.5% | +905.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling