-37.8%
NFLX vs ROK
+29.3%
-67.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.2% |
| 7D | -4.2% | +0.7% | -4.9% | -4.2% |
| 30D | +5.5% | -3.3% | +8.8% | +5.1% |
| 3M | -4.1% | -5.9% | +1.8% | -4.7% |
| 6M | -20.7% | +13.9% | -34.5% | -20.8% |
| YTD | -16.5% | +12.6% | -29.1% | -16.8% |
| 1Y | -37.8% | +28.6% | -66.4% | -38.8% |
| All | -37.8% | +29.3% | -67.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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