+21.1%
NFLX vs S
-48.9%
+69.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.2% | -1.1% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | -9.0% | -10.5% | +1.4% | -7.2% |
| 3M | -13.7% | +9.9% | -23.7% | -17.1% |
| 6M | -26.9% | +41.8% | -68.7% | -34.7% |
| YTD | -31.8% | +56.8% | -88.6% | -41.4% |
| 1Y | -42.1% | +39.0% | -81.1% | -48.9% |
| 3Y | +47.0% | +53.8% | -6.9% | +17.7% |
| 5Y | -2.5% | -68.6% | +66.1% | +1.0% |
| All | +21.1% | -48.9% | +69.9% | +23.0% |
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 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