+55.2%
NFLX vs DFNS
-99.9%
+155.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -1.0% |
| 7D | -8.1% | +4.6% | -12.7% | -8.1% |
| 30D | -0.3% | -73.9% | +73.5% | -0.3% |
| 3M | -6.6% | -71.7% | +65.1% | -6.6% |
| 6M | -22.7% | -94.6% | +71.9% | -22.8% |
| YTD | -18.9% | -98.1% | +79.2% | -19.1% |
| 1Y | -39.8% | -98.3% | +58.5% | -40.0% |
| 3Y | +71.7% | -99.9% | +171.6% | +67.3% |
| 5Y | +27.2% | -99.9% | +127.1% | +24.5% |
| All | +55.2% | -99.9% | +155.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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