-1.9%
NFLX vs ROST
+118.3%
-120.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.7% |
| 7D | -2.8% | -1.8% | -1.0% | -2.2% |
| 30D | -8.6% | +6.8% | -15.4% | -10.8% |
| 3M | -13.7% | -4.0% | -9.7% | -12.6% |
| 6M | -24.5% | +12.9% | -37.4% | -28.4% |
| YTD | -31.2% | +34.7% | -65.9% | -39.6% |
| 1Y | -43.2% | +49.5% | -92.7% | -52.4% |
| 3Y | +44.3% | +101.5% | -57.2% | +2.1% |
| 5Y | -1.9% | +120.7% | -122.5% | -39.7% |
| All | -1.9% | +118.3% | -120.1% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling