+51,846.2%
NFLX vs ROK
+2,960.4%
+48,885.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -2.0% | +7.1% | -9.1% | -4.5% |
| 30D | -11.9% | -5.0% | -7.0% | -10.9% |
| 3M | -20.6% | -9.4% | -11.2% | -18.4% |
| 6M | -29.0% | -11.0% | -18.0% | -27.4% |
| YTD | -33.7% | +4.4% | -38.2% | -37.3% |
| 1Y | -46.2% | +7.4% | -53.6% | -49.7% |
| 3Y | +39.8% | +61.0% | -21.2% | +5.5% |
| 5Y | -9.0% | +30.4% | -39.3% | -26.0% |
| 10Y | +441.5% | +264.8% | +176.7% | +163.4% |
| All | +51,846.2% | +2,960.4% | +48,885.8% | +4,826.0% |
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