+65,302.9%
NFLX vs ROK
+3,198.8%
+62,104.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.8% |
| 7D | -4.2% | +0.7% | -4.9% | -4.5% |
| 30D | +5.5% | -3.3% | +8.8% | +6.6% |
| 3M | -4.1% | -5.9% | +1.8% | -2.8% |
| 6M | -20.7% | +13.9% | -34.5% | -26.3% |
| YTD | -16.5% | +12.6% | -29.1% | -22.5% |
| 1Y | -37.8% | +28.6% | -66.4% | -45.5% |
| 3Y | +77.9% | +45.1% | +32.8% | +41.7% |
| 5Y | +32.5% | +45.6% | -13.1% | +3.9% |
| 10Y | +703.6% | +345.0% | +358.5% | +262.6% |
| All | +65,302.9% | +3,198.8% | +62,104.1% | +5,986.7% |
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 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