-39.1%
NFLX vs DD
+35.1%
-74.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -8.1% | -2.9% | -5.2% | -8.1% |
| 30D | +1.6% | -11.5% | +13.1% | +1.3% |
| 3M | -7.3% | -5.4% | -1.9% | -7.4% |
| 6M | -21.6% | -6.9% | -14.7% | -22.0% |
| YTD | -18.9% | +6.9% | -25.8% | -20.7% |
| 1Y | -39.1% | +35.6% | -74.7% | -40.5% |
| All | -39.1% | +35.1% | -74.2% | -40.5% |
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