+45.9%
NFLX vs S
+34.5%
+11.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | +2.1% | -13.4% | +15.6% | +4.2% |
| 30D | -9.0% | -14.0% | +5.0% | -7.3% |
| 3M | -14.0% | +4.9% | -18.8% | -15.5% |
| 6M | -28.2% | +42.0% | -70.2% | -33.2% |
| YTD | -32.4% | +45.1% | -77.5% | -37.8% |
| 1Y | -42.2% | +33.1% | -75.3% | -46.1% |
| 3Y | +45.9% | +40.6% | +5.2% | +49.1% |
| All | +45.9% | +34.5% | +11.4% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling