+31.3%
NFLX vs DFNS
-99.9%
+131.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +1.8% |
| 7D | -1.1% | -6.3% | +5.3% | -1.1% |
| 30D | +4.3% | -74.0% | +78.3% | +4.3% |
| 3M | -4.8% | -70.1% | +65.4% | -4.8% |
| 6M | -18.4% | -93.9% | +75.5% | -18.6% |
| YTD | -17.4% | -98.1% | +80.6% | -17.6% |
| 1Y | -35.7% | -98.3% | +62.6% | -35.8% |
| 3Y | +73.8% | -99.9% | +173.7% | +69.7% |
| All | +31.3% | -99.9% | +131.2% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling