+667.6%
NFLX vs DG
+101.7%
+565.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -8.1% | -4.8% | -3.3% | -7.3% |
| 30D | -0.3% | +1.8% | -2.1% | -0.7% |
| 3M | -6.6% | +14.5% | -21.1% | -9.1% |
| 6M | -22.7% | -13.6% | -9.1% | -21.0% |
| YTD | -18.9% | -4.8% | -14.1% | -18.8% |
| 1Y | -39.8% | +21.6% | -61.4% | -42.7% |
| 3Y | +71.7% | +4.5% | +67.2% | +61.7% |
| 5Y | +27.2% | -38.5% | +65.7% | +42.1% |
| All | +667.6% | +101.7% | +565.8% | +576.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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