+29.0%
NFLX vs S
-71.4%
+100.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.5% |
| 7D | -4.2% | -7.7% | +3.5% | -2.4% |
| 30D | +5.5% | -5.3% | +10.8% | +6.3% |
| 3M | -4.1% | +20.3% | -24.3% | -9.6% |
| 6M | -20.7% | +47.4% | -68.1% | -30.2% |
| YTD | -16.5% | +32.5% | -49.1% | -24.7% |
| 1Y | -37.8% | +9.5% | -47.3% | -41.3% |
| 3Y | +77.9% | +15.5% | +62.4% | +53.3% |
| All | +29.0% | -71.4% | +100.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling