+687.9%
NFLX vs ROL
+205.3%
+482.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -8.1% | -3.3% | -4.8% | -6.9% |
| 30D | -0.3% | -7.2% | +6.9% | +2.4% |
| 3M | -6.6% | -27.0% | +20.4% | +4.8% |
| 6M | -22.7% | -39.5% | +16.8% | -7.0% |
| YTD | -18.9% | -41.8% | +22.9% | -1.2% |
| 1Y | -39.8% | -38.9% | -0.9% | -28.5% |
| 3Y | +71.7% | -0.4% | +72.1% | +62.8% |
| 5Y | +27.2% | -4.2% | +31.4% | +19.7% |
| 10Y | +687.9% | +208.2% | +479.7% | +345.8% |
| All | +687.9% | +205.3% | +482.6% | +345.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling