+27.0%
NFLX vs TROW
-38.9%
+65.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -8.1% | -3.0% | -5.1% | -6.5% |
| 30D | +1.6% | -5.5% | +7.1% | +4.8% |
| 3M | -7.3% | +2.3% | -9.6% | -8.8% |
| 6M | -21.6% | +23.9% | -45.5% | -31.0% |
| YTD | -18.9% | +7.9% | -26.8% | -23.5% |
| 1Y | -39.1% | +6.1% | -45.2% | -42.1% |
| 3Y | +71.7% | +13.8% | +57.8% | +48.7% |
| 5Y | +27.0% | -38.2% | +65.2% | +54.6% |
| All | +27.0% | -38.9% | +65.8% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling