+20.0%
NFLX vs S
-52.7%
+72.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.7% |
| 7D | +2.1% | -13.4% | +15.6% | +5.5% |
| 30D | -9.0% | -14.0% | +5.0% | -6.3% |
| 3M | -14.0% | +4.9% | -18.8% | -16.4% |
| 6M | -28.2% | +42.0% | -70.2% | -35.9% |
| YTD | -32.4% | +45.1% | -77.5% | -40.7% |
| 1Y | -42.2% | +33.1% | -75.3% | -48.5% |
| 3Y | +45.9% | +40.6% | +5.2% | +19.5% |
| 5Y | -1.8% | -67.5% | +65.7% | +2.8% |
| All | +20.0% | -52.7% | +72.7% | +24.3% |
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