+550.9%
NFLX vs XYZ
+638.9%
-88.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.1% |
| 7D | -4.2% | -1.0% | -3.3% | -4.0% |
| 30D | +5.5% | -1.7% | +7.2% | +5.9% |
| 3M | -4.1% | +16.7% | -20.8% | -8.9% |
| 6M | -20.7% | +26.9% | -47.5% | -27.3% |
| YTD | -16.5% | +27.1% | -43.7% | -23.9% |
| 1Y | -37.8% | +9.3% | -47.0% | -41.1% |
| 3Y | +77.9% | +42.3% | +35.6% | +41.7% |
| 5Y | +32.5% | -69.3% | +101.8% | +58.3% |
| 10Y | +703.6% | +586.8% | +116.7% | +318.7% |
| All | +550.9% | +638.9% | -88.0% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling