-39.3%
NFLX vs S
+36.5%
-75.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.6% |
| 7D | +7.1% | -8.2% | +15.3% | +7.7% |
| 30D | -1.6% | -7.6% | +6.0% | -1.1% |
| 3M | -9.8% | +12.0% | -21.7% | -11.1% |
| 6M | -27.1% | +50.6% | -77.6% | -30.0% |
| YTD | -29.2% | +56.6% | -85.8% | -32.6% |
| 1Y | -39.3% | +39.2% | -78.5% | -41.4% |
| All | -39.3% | +36.5% | -75.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling