+27.2%
NFLX vs DELL
+1,129.8%
-1,102.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -8.1% | +8.7% | -16.8% | -9.5% |
| 30D | -0.3% | +16.9% | -17.2% | -3.7% |
| 3M | -6.6% | +40.4% | -47.0% | -14.1% |
| 6M | -22.7% | +267.1% | -289.7% | -45.6% |
| YTD | -18.9% | +329.1% | -348.0% | -45.6% |
| 1Y | -39.8% | +346.9% | -386.7% | -60.5% |
| 3Y | +71.7% | +696.6% | -624.9% | -16.6% |
| 5Y | +27.2% | +1,106.2% | -1,078.9% | -47.8% |
| All | +27.2% | +1,129.8% | -1,102.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling