+781.3%
NFLX vs SHOP
+8,434.7%
-7,653.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -4.2% | -5.1% | +0.9% | -2.9% |
| 30D | +5.5% | +0.6% | +4.9% | +5.2% |
| 3M | -4.1% | +25.0% | -29.1% | -10.9% |
| 6M | -20.7% | +11.9% | -32.6% | -25.2% |
| YTD | -16.5% | -9.9% | -6.7% | -17.1% |
| 1Y | -37.8% | 0.0% | -37.7% | -40.8% |
| 3Y | +77.9% | +117.5% | -39.6% | +22.7% |
| 5Y | +32.5% | -6.6% | +39.2% | +4.3% |
| 10Y | +703.6% | +3,320.3% | -2,616.8% | +190.9% |
| All | +781.3% | +8,434.7% | -7,653.4% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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