+65,302.9%
NFLX vs ROL
+4,057.0%
+61,245.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.5% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | +5.5% | -4.1% | +9.5% | +7.2% |
| 3M | -4.1% | -22.5% | +18.4% | +6.4% |
| 6M | -20.7% | -37.7% | +17.0% | -3.9% |
| YTD | -16.5% | -39.6% | +23.0% | +2.3% |
| 1Y | -37.8% | -36.0% | -1.8% | -26.1% |
| 3Y | +77.9% | -5.1% | +83.0% | +73.5% |
| 5Y | +32.5% | -3.4% | +35.9% | +25.8% |
| 10Y | +703.6% | +215.2% | +488.3% | +334.8% |
| All | +65,302.9% | +4,057.0% | +61,245.9% | +7,914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling