-2.2%
NFLX vs RF
+45.3%
-47.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -10.0% | +6.2% | -16.2% | -11.4% |
| 3M | -17.1% | -7.8% | -9.2% | -15.5% |
| 6M | -27.7% | +5.9% | -33.6% | -28.9% |
| YTD | -32.5% | +9.0% | -41.6% | -34.5% |
| 1Y | -43.5% | +19.3% | -62.8% | -46.6% |
| 3Y | +41.4% | +116.4% | -75.0% | +6.9% |
| 5Y | -2.2% | +46.0% | -48.3% | -16.9% |
| All | -2.2% | +45.3% | -47.5% | -16.9% |
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