+39.8%
NFLX vs RUN
-7.3%
+47.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -2.0% | -13.5% | +11.5% | -2.0% |
| 30D | -11.9% | +18.3% | -30.2% | -11.9% |
| 3M | -20.6% | -12.5% | -8.1% | -20.6% |
| 6M | -29.0% | -40.3% | +11.3% | -29.1% |
| YTD | -33.7% | -53.1% | +19.4% | -34.0% |
| 1Y | -46.2% | -54.3% | +8.1% | -46.4% |
| 3Y | +39.8% | -6.5% | +46.3% | +34.8% |
| All | +39.8% | -7.3% | +47.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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