+462.3%
NFLX vs D
+47.5%
+414.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -2.8% | -2.4% | -0.4% | -2.5% |
| 30D | -8.6% | +9.0% | -17.6% | -9.5% |
| 3M | -13.7% | +1.0% | -14.7% | -13.8% |
| 6M | -24.5% | +11.0% | -35.5% | -25.4% |
| YTD | -31.2% | +19.8% | -50.9% | -32.5% |
| 1Y | -43.2% | +16.0% | -59.2% | -44.2% |
| 3Y | +44.3% | +74.4% | -30.0% | +33.6% |
| 5Y | -1.9% | +13.5% | -15.4% | -3.0% |
| 10Y | +462.3% | +48.4% | +413.9% | +452.0% |
| All | +462.3% | +47.5% | +414.8% | +452.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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