-37.8%
NFLX vs DD
+41.5%
-79.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.3% |
| 7D | -4.2% | -3.5% | -0.7% | -4.4% |
| 30D | +5.5% | -10.3% | +15.8% | +5.2% |
| 3M | -4.1% | -7.5% | +3.5% | -4.3% |
| 6M | -20.7% | -8.0% | -12.7% | -20.9% |
| YTD | -16.5% | +10.5% | -27.0% | -18.1% |
| 1Y | -37.8% | +38.3% | -76.0% | -39.2% |
| All | -37.8% | +41.5% | -79.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling