+52,899.3%
NFLX vs T
+346.3%
+52,553.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +2.1% | +1.0% | +1.1% | +1.8% |
| 30D | -9.0% | -10.6% | +1.6% | -5.4% |
| 3M | -14.0% | -7.7% | -6.2% | -11.5% |
| 6M | -28.2% | -13.3% | -14.9% | -24.7% |
| YTD | -32.4% | -8.8% | -23.6% | -30.9% |
| 1Y | -42.2% | -8.4% | -33.8% | -41.1% |
| 3Y | +45.9% | +59.6% | -13.8% | +17.0% |
| 5Y | -1.8% | +52.1% | -53.9% | -21.2% |
| 10Y | +419.6% | +56.9% | +362.8% | +289.1% |
| All | +52,899.3% | +346.3% | +52,553.0% | +16,744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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