+76.6%
NFLX vs ROP
-15.8%
+92.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.8% | -4.0% |
| 7D | -4.2% | -4.4% | +0.2% | -2.6% |
| 30D | +5.5% | +3.2% | +2.2% | +4.3% |
| 3M | -4.1% | +23.1% | -27.1% | -11.0% |
| 6M | -20.7% | +13.3% | -34.0% | -24.4% |
| YTD | -16.5% | -7.9% | -8.7% | -14.6% |
| 1Y | -37.8% | -22.1% | -15.7% | -31.9% |
| All | +76.6% | -15.8% | +92.4% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling