+47.0%
NFLX vs DASH
+105.9%
-58.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | +2.6% | -4.8% | +7.4% | +3.7% |
| 30D | -9.0% | -7.9% | -1.1% | -7.3% |
| 3M | -13.7% | -16.3% | +2.6% | -9.9% |
| 6M | -26.9% | +10.4% | -37.3% | -29.4% |
| YTD | -31.8% | -20.1% | -11.7% | -28.5% |
| 1Y | -42.1% | -11.4% | -30.6% | -41.2% |
| 3Y | +47.0% | +114.1% | -67.1% | +21.8% |
| All | +47.0% | +105.9% | -58.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling