+74.4%
NFLX vs DASH
+152.1%
-77.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.7% | -4.2% |
| 7D | -4.2% | -10.6% | +6.3% | -1.6% |
| 30D | +5.5% | +2.2% | +3.3% | +5.0% |
| 3M | -4.1% | +32.3% | -36.3% | -10.5% |
| 6M | -20.7% | +19.1% | -39.8% | -24.6% |
| YTD | -16.5% | -6.5% | -10.0% | -15.9% |
| 1Y | -37.8% | -14.9% | -22.9% | -36.2% |
| All | +74.4% | +152.1% | -77.7% | +44.1% |
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