+29.6%
NFLX vs DASH
-0.6%
+30.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | +2.6% | -4.8% | +7.4% | +3.9% |
| 30D | -9.0% | -7.9% | -1.1% | -7.1% |
| 3M | -13.7% | -16.3% | +2.6% | -9.5% |
| 6M | -26.9% | +10.4% | -37.3% | -29.9% |
| YTD | -31.8% | -20.1% | -11.7% | -28.7% |
| 1Y | -42.1% | -11.4% | -30.6% | -41.5% |
| 3Y | +47.0% | +114.1% | -67.1% | +9.7% |
| 5Y | -2.5% | -5.8% | +3.2% | -24.3% |
| All | +29.6% | -0.6% | +30.1% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling