+667.6%
NFLX vs DD
+67.8%
+599.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -8.1% | -3.8% | -4.3% | -7.2% |
| 30D | -0.3% | -9.2% | +8.9% | +2.1% |
| 3M | -6.6% | -9.0% | +2.4% | -4.6% |
| 6M | -22.7% | -5.0% | -17.7% | -22.4% |
| YTD | -18.9% | +7.4% | -26.3% | -21.7% |
| 1Y | -39.8% | +35.1% | -74.9% | -45.8% |
| 3Y | +71.7% | +43.2% | +28.5% | +47.7% |
| 5Y | +27.2% | +59.6% | -32.4% | +4.8% |
| All | +667.6% | +67.8% | +599.8% | +465.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling