+448.1%
NFLX vs DAR
+269.9%
+178.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -0.3% | -3.8% | +3.6% | +0.4% |
| 30D | -10.0% | -14.4% | +4.4% | -7.6% |
| 3M | -17.1% | -17.9% | +0.8% | -14.4% |
| 6M | -27.7% | -18.3% | -9.4% | -25.5% |
| YTD | -32.5% | +43.2% | -75.8% | -37.9% |
| 1Y | -43.5% | +57.7% | -101.2% | -49.0% |
| 3Y | +41.4% | +22.7% | +18.7% | +28.9% |
| 5Y | -2.2% | -34.0% | +31.8% | +1.3% |
| 10Y | +448.1% | +279.5% | +168.6% | +250.4% |
| All | +448.1% | +269.9% | +178.1% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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