+73.4%
NFLX vs Z
-37.5%
+110.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.6% | -0.9% |
| 7D | -5.0% | -3.3% | -1.7% | -4.5% |
| 30D | +3.5% | -3.7% | +7.3% | +4.1% |
| 3M | -7.1% | -7.0% | -0.1% | -6.4% |
| 6M | -22.5% | -29.5% | +7.0% | -19.5% |
| YTD | -18.1% | -52.6% | +34.4% | -10.5% |
| 1Y | -38.3% | -64.0% | +25.7% | -30.2% |
| 3Y | +73.4% | -36.4% | +109.8% | +84.0% |
| All | +73.4% | -37.5% | +110.8% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling