-45.8%
NFLX vs RF
+18.0%
-63.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | -11.0% | +5.6% | -16.6% | -10.8% |
| 3M | -15.5% | -8.9% | -6.7% | -16.3% |
| 6M | -28.5% | +7.1% | -35.6% | -26.9% |
| YTD | -33.1% | +8.3% | -41.5% | -30.2% |
| 1Y | -45.8% | +16.8% | -62.7% | -41.2% |
| All | -45.8% | +18.0% | -63.9% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling