+595.2%
NFLX vs Z
+25.1%
+570.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.8% |
| 7D | -4.2% | -3.0% | -1.2% | -3.6% |
| 30D | +5.5% | -4.2% | +9.6% | +6.4% |
| 3M | -4.1% | -3.7% | -0.4% | -3.6% |
| 6M | -20.7% | -24.5% | +3.8% | -16.3% |
| YTD | -16.5% | -49.3% | +32.8% | -3.7% |
| 1Y | -37.8% | -58.7% | +20.9% | -25.2% |
| 3Y | +77.9% | -34.1% | +112.0% | +81.6% |
| 5Y | +32.5% | -64.5% | +97.1% | +45.1% |
| 10Y | +703.6% | -0.5% | +704.0% | +551.3% |
| All | +595.2% | +25.1% | +570.1% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling