+70.7%
NFLX vs ROK
+50.3%
+20.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -8.1% | +0.2% | -8.3% | -8.1% |
| 30D | -0.3% | -1.8% | +1.5% | -0.2% |
| 3M | -6.6% | -7.2% | +0.6% | -6.2% |
| 6M | -22.7% | +14.2% | -36.8% | -24.9% |
| YTD | -18.9% | +10.6% | -29.5% | -21.0% |
| 1Y | -39.8% | +25.9% | -65.7% | -42.9% |
| All | +70.7% | +50.3% | +20.5% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling