-39.8%
NFLX vs ROL
-38.8%
-1.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -8.1% | -3.3% | -4.8% | -7.7% |
| 30D | -0.3% | -7.2% | +6.9% | +0.7% |
| 3M | -6.6% | -27.0% | +20.4% | -2.5% |
| 6M | -22.7% | -39.5% | +16.8% | -17.6% |
| YTD | -18.9% | -41.8% | +22.9% | -11.7% |
| 1Y | -39.8% | -38.9% | -0.9% | -34.0% |
| All | -39.8% | -38.8% | -1.0% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling