+27.2%
NFLX vs DD
+59.3%
-32.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -8.1% | -3.8% | -4.3% | -7.1% |
| 30D | -0.3% | -9.2% | +8.9% | +2.2% |
| 3M | -6.6% | -9.0% | +2.4% | -4.4% |
| 6M | -22.7% | -5.0% | -17.7% | -22.5% |
| YTD | -18.9% | +7.4% | -26.3% | -22.4% |
| 1Y | -39.8% | +35.1% | -74.9% | -47.0% |
| 3Y | +71.7% | +43.2% | +28.5% | +41.8% |
| 5Y | +27.2% | +59.6% | -32.4% | -0.8% |
| All | +27.2% | +59.3% | -32.1% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling