+462.3%
NFLX vs RF
+241.0%
+221.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.8% | -1.3% | -1.4% | -2.5% |
| 30D | -8.6% | +4.6% | -13.2% | -9.4% |
| 3M | -13.7% | -8.4% | -5.3% | -12.3% |
| 6M | -24.5% | +8.9% | -33.3% | -25.8% |
| YTD | -31.2% | +8.8% | -40.0% | -32.6% |
| 1Y | -43.2% | +18.9% | -62.1% | -45.4% |
| 3Y | +44.3% | +116.0% | -71.7% | +21.3% |
| 5Y | -1.9% | +46.0% | -47.9% | -12.0% |
| 10Y | +462.3% | +231.7% | +230.6% | +368.8% |
| All | +462.3% | +241.0% | +221.2% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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