+29.0%
NFLX vs DASH
+8.6%
+20.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.7% | -3.7% |
| 7D | -4.2% | -10.6% | +6.3% | -0.4% |
| 30D | +5.5% | +2.2% | +3.3% | +4.6% |
| 3M | -4.1% | +32.3% | -36.3% | -13.8% |
| 6M | -20.7% | +19.1% | -39.8% | -26.8% |
| YTD | -16.5% | -6.5% | -10.0% | -16.2% |
| 1Y | -37.8% | -14.9% | -22.9% | -36.3% |
| 3Y | +77.9% | +151.9% | -74.1% | +14.1% |
| All | +29.0% | +8.6% | +20.4% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling