+59.8%
NFLX vs DFNS
-99.9%
+159.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.3% |
| 7D | -4.2% | -16.0% | +11.8% | -4.2% |
| 30D | +5.5% | -77.7% | +83.2% | +5.5% |
| 3M | -4.1% | -77.2% | +73.1% | -4.1% |
| 6M | -20.7% | -95.2% | +74.5% | -20.8% |
| YTD | -16.5% | -98.0% | +81.4% | -16.7% |
| 1Y | -37.8% | -98.3% | +60.5% | -37.9% |
| 3Y | +77.9% | -99.9% | +177.8% | +73.4% |
| 5Y | +32.5% | -99.9% | +132.4% | +29.7% |
| All | +59.8% | -99.9% | +159.6% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling