+667.4%
NFLX vs DD
+67.0%
+600.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -8.1% | -2.9% | -5.2% | -7.4% |
| 30D | +1.6% | -11.5% | +13.1% | +4.8% |
| 3M | -7.3% | -5.4% | -1.9% | -6.2% |
| 6M | -21.6% | -6.9% | -14.7% | -20.9% |
| YTD | -18.9% | +6.9% | -25.8% | -21.6% |
| 1Y | -39.1% | +35.6% | -74.7% | -45.2% |
| 3Y | +71.7% | +42.5% | +29.1% | +47.9% |
| 5Y | +27.0% | +58.5% | -31.5% | +4.8% |
| All | +667.4% | +67.0% | +600.4% | +465.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling