+30.6%
NFLX vs DFNS
-100.0%
+130.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.8% | +0.9% |
| 7D | +2.6% | -42.8% | +45.4% | +2.6% |
| 30D | -9.0% | -67.6% | +58.5% | -9.0% |
| 3M | -13.7% | -94.9% | +81.1% | -13.6% |
| 6M | -26.9% | -96.7% | +69.8% | -26.9% |
| YTD | -31.8% | -99.6% | +67.8% | -31.9% |
| 1Y | -42.1% | -99.7% | +57.7% | -42.2% |
| 3Y | +47.0% | -100.0% | +146.9% | +43.3% |
| 5Y | -2.5% | -100.0% | +97.5% | -4.6% |
| All | +30.6% | -100.0% | +130.5% | +32.7% |
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 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