+28.5%
NFLX vs ROST
+111.8%
-83.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +3.5% | -10.0% | +13.5% | +7.4% |
| 3M | -7.1% | +1.2% | -8.3% | -7.9% |
| 6M | -22.5% | +8.9% | -31.4% | -25.7% |
| YTD | -18.1% | +28.1% | -46.2% | -26.5% |
| 1Y | -38.3% | +53.0% | -91.3% | -48.8% |
| 3Y | +73.4% | +97.9% | -24.5% | +24.2% |
| All | +28.5% | +111.8% | -83.3% | -20.2% |
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