+687.9%
NFLX vs DAR
+364.6%
+323.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | -0.3% | +7.4% | -7.8% | -1.8% |
| 3M | -6.6% | +15.7% | -22.3% | -9.5% |
| 6M | -22.7% | +30.0% | -52.7% | -26.9% |
| YTD | -18.9% | +87.5% | -106.4% | -28.8% |
| 1Y | -39.8% | +113.4% | -153.2% | -48.8% |
| 3Y | +71.7% | +15.3% | +56.4% | +61.7% |
| 5Y | +27.2% | -4.3% | +31.6% | +22.8% |
| 10Y | +687.9% | +380.2% | +307.7% | +368.4% |
| All | +687.9% | +364.6% | +323.3% | +368.4% |
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