+687.9%
NFLX vs ROP
+132.1%
+555.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.3% |
| 7D | -8.1% | -6.1% | -2.0% | -5.0% |
| 30D | -0.3% | -3.4% | +3.0% | +1.4% |
| 3M | -6.6% | +16.7% | -23.3% | -14.1% |
| 6M | -22.7% | +8.1% | -30.7% | -26.3% |
| YTD | -18.9% | -11.7% | -7.2% | -14.5% |
| 1Y | -39.8% | -24.2% | -15.6% | -31.3% |
| 3Y | +71.7% | -19.0% | +90.7% | +85.8% |
| 5Y | +27.2% | -15.9% | +43.1% | +33.6% |
| 10Y | +687.9% | +135.7% | +552.2% | +382.7% |
| All | +687.9% | +132.1% | +555.7% | +382.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling