-7.7%
NFLX vs ROK
+30.9%
-38.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.4% | +6.1% | -10.5% | -6.0% |
| 30D | -11.0% | -6.5% | -4.5% | -9.9% |
| 3M | -15.5% | -10.2% | -5.3% | -13.6% |
| 6M | -28.5% | -10.6% | -17.9% | -27.4% |
| YTD | -33.1% | +4.9% | -38.0% | -36.7% |
| 1Y | -45.8% | +3.8% | -49.7% | -48.7% |
| 3Y | +40.2% | +63.5% | -23.3% | +1.5% |
| All | -7.7% | +30.9% | -38.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling