-39.3%
NFLX vs ROP
+10.4%
-49.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.7% | +3.4% |
| 7D | +7.1% | +11.7% | -4.6% | +3.4% |
| 30D | -1.6% | +35.5% | -37.1% | -10.8% |
| 3M | -9.8% | +25.6% | -35.4% | -15.9% |
| 6M | -27.1% | +39.3% | -66.3% | -34.2% |
| YTD | -29.2% | +11.6% | -40.8% | -36.7% |
| 1Y | -39.3% | +10.6% | -49.9% | -45.7% |
| All | -39.3% | +10.4% | -49.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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