+70.7%
NFLX vs ROST
+93.3%
-22.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -8.1% | -2.2% | -5.9% | -7.8% |
| 30D | -0.3% | -11.4% | +11.1% | +1.3% |
| 3M | -6.6% | -1.6% | -5.0% | -6.4% |
| 6M | -22.7% | +6.8% | -29.5% | -23.7% |
| YTD | -18.9% | +25.8% | -44.7% | -22.3% |
| 1Y | -39.8% | +52.4% | -92.2% | -44.6% |
| All | +70.7% | +93.3% | -22.6% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling