-2.5%
NFLX vs DASH
-7.9%
+5.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | +2.6% | -4.8% | +7.4% | +4.1% |
| 30D | -9.0% | -7.9% | -1.1% | -6.8% |
| 3M | -13.7% | -16.3% | +2.6% | -8.7% |
| 6M | -26.9% | +10.4% | -37.3% | -30.7% |
| YTD | -31.8% | -20.1% | -11.7% | -28.0% |
| 1Y | -42.1% | -11.4% | -30.6% | -41.5% |
| 3Y | +47.0% | +114.1% | -67.1% | -0.1% |
| 5Y | -2.5% | -5.8% | +3.2% | -23.9% |
| All | -2.5% | -7.9% | +5.3% | -23.9% |
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