+27.2%
NFLX vs ROST
+108.0%
-80.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -8.1% | -2.2% | -5.9% | -7.4% |
| 30D | -0.3% | -11.4% | +11.1% | +3.9% |
| 3M | -6.6% | -1.6% | -5.0% | -6.4% |
| 6M | -22.7% | +6.8% | -29.5% | -25.4% |
| YTD | -18.9% | +25.8% | -44.7% | -26.8% |
| 1Y | -39.8% | +52.4% | -92.2% | -50.0% |
| 3Y | +71.7% | +94.4% | -22.7% | +23.8% |
| 5Y | +27.2% | +108.2% | -81.0% | -20.5% |
| All | +27.2% | +108.0% | -80.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ROST 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling