-8.5%
NFLX vs RUN
-85.3%
+76.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.0% | -13.5% | +11.5% | -0.9% |
| 30D | -11.9% | +18.3% | -30.2% | -13.3% |
| 3M | -20.6% | -12.5% | -8.1% | -20.0% |
| 6M | -29.0% | -40.3% | +11.3% | -26.7% |
| YTD | -33.7% | -53.1% | +19.4% | -31.6% |
| 1Y | -46.2% | -54.3% | +8.1% | -44.5% |
| 3Y | +39.8% | -6.5% | +46.3% | +7.8% |
| All | -8.5% | -85.3% | +76.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling