+52,774.0%
NFLX vs DD
+435.6%
+52,338.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.3% | +2.2% | -2.5% | -1.1% |
| 30D | -10.0% | +20.7% | -30.7% | -15.6% |
| 3M | -17.1% | +11.3% | -28.4% | -20.3% |
| 6M | -27.7% | +6.0% | -33.7% | -29.7% |
| YTD | -32.5% | +31.7% | -64.2% | -39.7% |
| 1Y | -43.5% | +32.2% | -75.8% | -49.6% |
| 3Y | +41.4% | +92.7% | -51.2% | +7.1% |
| 5Y | -2.2% | +72.1% | -74.3% | -23.5% |
| 10Y | +448.1% | +99.7% | +348.4% | +276.9% |
| All | +52,774.0% | +435.6% | +52,338.4% | +19,478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling