+65,302.9%
NFLX vs ROST
+5,511.0%
+59,791.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -4.2% | +0.9% | -5.2% | -4.6% |
| 30D | +5.5% | -8.9% | +14.4% | +9.2% |
| 3M | -4.1% | -0.8% | -3.2% | -4.2% |
| 6M | -20.7% | +8.5% | -29.2% | -24.0% |
| YTD | -16.5% | +28.6% | -45.1% | -25.4% |
| 1Y | -37.8% | +52.3% | -90.1% | -48.2% |
| 3Y | +77.9% | +94.8% | -17.0% | +31.3% |
| 5Y | +32.5% | +110.8% | -78.3% | -7.6% |
| 10Y | +703.6% | +304.5% | +399.0% | +275.7% |
| All | +65,302.9% | +5,511.0% | +59,791.9% | +6,479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling