+31.3%
NFLX vs DBX
+11.7%
+19.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.1% |
| 7D | -1.1% | +2.1% | -3.2% | -2.1% |
| 30D | +4.3% | +5.7% | -1.4% | +1.4% |
| 3M | -4.8% | +31.8% | -36.6% | -17.1% |
| 6M | -18.4% | +37.5% | -55.9% | -31.8% |
| YTD | -17.4% | +27.9% | -45.4% | -28.3% |
| 1Y | -35.7% | +15.0% | -50.7% | -41.3% |
| 3Y | +73.8% | +27.2% | +46.6% | +38.1% |
| All | +31.3% | +11.7% | +19.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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