+52,297.5%
NFLX vs ROK
+2,973.7%
+49,323.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.4% | +6.1% | -10.5% | -6.5% |
| 30D | -11.0% | -6.5% | -4.5% | -9.5% |
| 3M | -15.5% | -10.2% | -5.3% | -13.0% |
| 6M | -28.5% | -10.6% | -17.9% | -27.0% |
| YTD | -33.1% | +4.9% | -38.0% | -36.8% |
| 1Y | -45.8% | +3.8% | -49.7% | -48.8% |
| 3Y | +40.2% | +63.5% | -23.3% | +5.2% |
| 5Y | -8.2% | +30.9% | -39.1% | -25.5% |
| 10Y | +446.2% | +266.4% | +179.8% | +165.3% |
| All | +52,297.5% | +2,973.7% | +49,323.9% | +4,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling