-39.3%
NFLX vs DASH
-16.7%
-22.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.6% | +3.0% |
| 7D | +7.1% | +17.2% | -10.1% | +3.7% |
| 30D | -1.6% | +3.6% | -5.2% | -2.5% |
| 3M | -9.8% | -1.9% | -7.9% | -9.6% |
| 6M | -27.1% | +15.1% | -42.1% | -28.6% |
| YTD | -29.2% | -12.3% | -16.9% | -30.3% |
| 1Y | -39.3% | -17.2% | -22.0% | -40.2% |
| All | -39.3% | -16.7% | -22.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling