+452.9%
NFLX vs DD
+98.3%
+354.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -4.4% | +6.7% | -11.1% | -6.0% |
| 30D | -11.0% | +19.4% | -30.4% | -15.1% |
| 3M | -15.5% | +7.6% | -23.2% | -17.3% |
| 6M | -28.5% | +2.9% | -31.4% | -29.4% |
| YTD | -33.1% | +29.9% | -63.0% | -38.6% |
| 1Y | -45.8% | +28.6% | -74.5% | -50.2% |
| 3Y | +40.2% | +90.0% | -49.8% | +11.8% |
| 5Y | -8.2% | +68.1% | -76.3% | -25.3% |
| All | +452.9% | +98.3% | +354.6% | +372.1% |
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