+70.7%
NFLX vs XYZ
+47.2%
+23.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -8.1% | -3.7% | -4.4% | -7.4% |
| 30D | -0.3% | +0.5% | -0.9% | -0.5% |
| 3M | -6.6% | +16.3% | -22.9% | -9.3% |
| 6M | -22.7% | +21.1% | -43.8% | -25.9% |
| YTD | -18.9% | +22.0% | -40.9% | -23.0% |
| 1Y | -39.8% | +5.2% | -45.0% | -41.6% |
| All | +70.7% | +47.2% | +23.6% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling