-2.7%
NFLX vs D
+12.5%
-15.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | +2.1% | +3.0% | -0.8% | +1.9% |
| 30D | -9.0% | +11.5% | -20.5% | -9.8% |
| 3M | -14.0% | +3.7% | -17.7% | -14.3% |
| 6M | -28.2% | +13.5% | -41.7% | -28.9% |
| YTD | -32.4% | +20.7% | -53.1% | -33.2% |
| 1Y | -42.2% | +18.2% | -60.4% | -42.9% |
| 3Y | +45.9% | +73.3% | -27.5% | +37.5% |
| All | -2.7% | +12.5% | -15.1% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling