+667.4%
NFLX vs DELL
+4,034.9%
-3,367.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.2% |
| 7D | -8.1% | -1.9% | -6.2% | -7.7% |
| 30D | +1.6% | +14.9% | -13.3% | -2.2% |
| 3M | -7.3% | +37.2% | -44.5% | -15.9% |
| 6M | -21.6% | +254.0% | -275.6% | -47.2% |
| YTD | -18.9% | +306.1% | -325.1% | -47.9% |
| 1Y | -39.1% | +312.3% | -351.4% | -61.5% |
| 3Y | +71.7% | +654.0% | -582.4% | -18.7% |
| 5Y | +27.0% | +1,055.3% | -1,028.4% | -50.1% |
| All | +667.4% | +4,034.9% | -3,367.5% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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