+251.6%
ORCL vs NFLX
+424.9%
-173.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | +0.5% | +2.6% | -2.1% | -0.1% |
| 30D | -15.3% | -9.0% | -6.3% | -13.7% |
| 3M | -18.2% | -13.7% | -4.5% | -16.0% |
| 6M | -38.4% | -26.9% | -11.5% | -34.6% |
| YTD | -37.7% | -31.8% | -5.9% | -33.3% |
| 1Y | -49.3% | -42.1% | -7.2% | -43.7% |
| 3Y | +10.6% | +47.0% | -36.3% | 0.0% |
| 5Y | +35.5% | -2.5% | +38.0% | +26.7% |
| 10Y | +251.6% | +423.4% | -171.8% | +127.3% |
| All | +251.6% | +424.9% | -173.3% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 10y: compounded portfolio wealth divided by compounded NFLX 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…
10y analysis · Full analysis span regression · 6 months rolling