-43.5%
NFLX vs Z
-60.5%
+17.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.1% |
| 7D | -0.3% | -6.5% | +6.2% | +0.8% |
| 30D | -10.0% | -0.1% | -9.9% | -10.2% |
| 3M | -17.1% | -14.1% | -2.9% | -15.4% |
| 6M | -27.7% | -30.1% | +2.4% | -26.3% |
| YTD | -32.5% | -57.5% | +25.0% | -30.9% |
| 1Y | -43.5% | -60.3% | +16.8% | -42.4% |
| All | -43.5% | -60.5% | +17.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling