-2.7%
NFLX vs RF
+42.5%
-45.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +2.1% | -0.9% | +3.1% | +2.4% |
| 30D | -9.0% | +6.0% | -15.1% | -10.3% |
| 3M | -14.0% | -8.9% | -5.1% | -12.0% |
| 6M | -28.2% | +2.3% | -30.5% | -28.7% |
| YTD | -32.4% | +7.6% | -39.9% | -34.1% |
| 1Y | -42.2% | +21.2% | -63.4% | -45.6% |
| 3Y | +45.9% | +108.5% | -62.7% | +11.6% |
| All | -2.7% | +42.5% | -45.2% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling