-2.7%
NFLX vs RACE
+65.0%
-67.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | +2.1% | +5.1% | -2.9% | -0.1% |
| 30D | -9.0% | +7.7% | -16.7% | -12.0% |
| 3M | -14.0% | +2.2% | -16.1% | -14.8% |
| 6M | -28.2% | +23.8% | -51.9% | -35.2% |
| YTD | -32.4% | +13.9% | -46.3% | -37.4% |
| 1Y | -42.2% | +3.8% | -46.0% | -44.0% |
| 3Y | +45.9% | +28.0% | +17.8% | +9.5% |
| All | -2.7% | +65.0% | -67.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling