-2.7%
NFLX vs DASH
-9.9%
+7.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | +2.1% | +0.4% | +1.8% | +1.6% |
| 30D | -9.0% | -6.0% | -3.0% | -7.5% |
| 3M | -14.0% | -15.8% | +1.8% | -9.1% |
| 6M | -28.2% | +7.0% | -35.1% | -31.1% |
| YTD | -32.4% | -20.7% | -11.7% | -28.4% |
| 1Y | -42.2% | -8.5% | -33.7% | -42.4% |
| 3Y | +45.9% | +101.8% | -55.9% | +1.5% |
| All | -2.7% | -9.9% | +7.2% | -23.7% |
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