+51,846.2%
NFLX vs ROST
+5,546.0%
+46,300.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | 0.0% |
| 7D | -2.0% | +0.3% | -2.2% | -2.1% |
| 30D | -11.9% | +0.5% | -12.4% | -12.1% |
| 3M | -20.6% | -5.2% | -15.3% | -19.0% |
| 6M | -29.0% | +9.8% | -38.9% | -32.2% |
| YTD | -33.7% | +29.4% | -63.1% | -40.9% |
| 1Y | -46.2% | +44.4% | -90.5% | -54.2% |
| 3Y | +39.8% | +95.0% | -55.2% | +3.2% |
| 5Y | -9.0% | +111.9% | -120.8% | -36.5% |
| 10Y | +441.5% | +301.2% | +140.2% | +154.4% |
| All | +51,846.2% | +5,546.0% | +46,300.2% | +5,109.9% |
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