+52,774.0%
NFLX vs ROP
+2,448.4%
+50,325.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -10.0% | +30.3% | -40.3% | -21.5% |
| 3M | -17.1% | +17.8% | -34.9% | -24.0% |
| 6M | -27.7% | +38.9% | -66.6% | -39.4% |
| YTD | -32.5% | +7.6% | -40.2% | -36.2% |
| 1Y | -43.5% | +6.5% | -50.0% | -46.4% |
| 3Y | +41.4% | -6.3% | +47.7% | +41.5% |
| 5Y | -2.2% | +0.9% | -3.1% | -6.0% |
| 10Y | +448.1% | +180.7% | +267.3% | +203.0% |
| All | +52,774.0% | +2,448.4% | +50,325.5% | +6,978.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling