+724.6%
NFLX vs TRU
+238.0%
+486.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.9% | +0.6% | -3.1% |
| 7D | -4.2% | -6.8% | +2.5% | -1.7% |
| 30D | +5.5% | 0.0% | +5.4% | +5.4% |
| 3M | -4.1% | +13.3% | -17.4% | -8.8% |
| 6M | -20.7% | +3.4% | -24.1% | -22.6% |
| YTD | -16.5% | -6.4% | -10.2% | -16.1% |
| 1Y | -37.8% | -9.7% | -28.1% | -37.2% |
| 3Y | +77.9% | +0.1% | +77.7% | +61.1% |
| 5Y | +32.5% | -34.0% | +66.5% | +40.6% |
| 10Y | +703.6% | +147.9% | +555.7% | +346.3% |
| All | +724.6% | +238.0% | +486.6% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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