-45.7%
NFLX vs ROK
+5.1%
-50.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -4.4% | +6.1% | -10.5% | -3.5% |
| 30D | -11.0% | -6.5% | -4.5% | -11.7% |
| 3M | -15.5% | -10.2% | -5.3% | -16.7% |
| 6M | -28.5% | -10.6% | -17.9% | -29.5% |
| YTD | -33.1% | +4.9% | -38.0% | -32.2% |
| All | -45.7% | +5.1% | -50.8% | -43.7% |
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