+452.9%
NFLX vs ROST
+310.3%
+142.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -4.4% | +0.9% | -5.2% | -4.6% |
| 30D | -11.0% | +5.1% | -16.1% | -12.3% |
| 3M | -15.5% | -4.3% | -11.3% | -14.6% |
| 6M | -28.5% | +9.4% | -37.9% | -30.7% |
| YTD | -33.1% | +32.5% | -65.6% | -38.9% |
| 1Y | -45.8% | +46.9% | -92.7% | -52.1% |
| 3Y | +40.2% | +98.1% | -57.9% | +11.6% |
| 5Y | -8.2% | +116.9% | -125.1% | -31.0% |
| All | +452.9% | +310.3% | +142.6% | +265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling