+65,302.9%
NFLX vs DD
+349.3%
+64,953.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.5% |
| 7D | -4.2% | -3.5% | -0.7% | -3.1% |
| 30D | +5.5% | -10.3% | +15.8% | +9.1% |
| 3M | -4.1% | -7.5% | +3.5% | -1.9% |
| 6M | -20.7% | -8.0% | -12.7% | -19.5% |
| YTD | -16.5% | +10.5% | -27.0% | -20.7% |
| 1Y | -37.8% | +38.3% | -76.0% | -45.4% |
| 3Y | +77.9% | +42.5% | +35.4% | +49.3% |
| 5Y | +32.5% | +60.2% | -27.7% | +6.0% |
| 10Y | +703.6% | +68.9% | +634.7% | +485.9% |
| All | +65,302.9% | +349.3% | +64,953.6% | +25,636.8% |
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 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