+46.2%
TSLA vs NFLX
+25.4%
+20.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +3.0% | -8.1% | +11.1% | +6.9% |
| 30D | +11.2% | -0.3% | +11.5% | +11.1% |
| 3M | -7.3% | -6.6% | -0.7% | -5.4% |
| 6M | -7.7% | -22.7% | +14.9% | +1.4% |
| YTD | -18.2% | -18.9% | +0.7% | -12.8% |
| 1Y | +6.0% | -39.8% | +45.8% | +29.0% |
| 3Y | +48.0% | +71.7% | -23.7% | +8.3% |
| 5Y | +46.2% | +27.2% | +18.9% | +8.5% |
| All | +46.2% | +25.4% | +20.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling