+48.1%
NFLX vs S
-56.8%
+104.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.4% |
| 7D | -4.2% | -7.7% | +3.5% | -2.5% |
| 30D | +5.5% | -5.3% | +10.8% | +6.3% |
| 3M | -4.1% | +20.3% | -24.3% | -9.4% |
| 6M | -20.7% | +47.4% | -68.1% | -29.8% |
| YTD | -16.5% | +32.5% | -49.1% | -24.4% |
| 1Y | -37.8% | +9.5% | -47.3% | -41.2% |
| 3Y | +77.9% | +15.5% | +62.4% | +54.8% |
| 5Y | +32.5% | -71.2% | +103.7% | +43.5% |
| All | +48.1% | -56.8% | +104.9% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling