+4.5%
TSLA vs NFLX
-39.9%
+44.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.4% | -8.1% | +4.7% | -3.2% |
| 30D | +9.2% | +1.6% | +7.6% | +9.4% |
| 3M | -4.7% | -7.3% | +2.6% | -4.5% |
| 6M | -8.9% | -21.6% | +12.7% | -8.4% |
| YTD | -19.2% | -18.9% | -0.2% | -19.0% |
| 1Y | +4.5% | -39.1% | +43.6% | +4.6% |
| All | +4.5% | -39.9% | +44.4% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling