-39.3%
NFLX vs DHI
+9.6%
-48.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.2% |
| 7D | +7.1% | +9.8% | -2.7% | +6.5% |
| 30D | -1.6% | +17.8% | -19.5% | -2.4% |
| 3M | -9.8% | +4.7% | -14.5% | -10.6% |
| 6M | -27.1% | +10.0% | -37.1% | -27.2% |
| YTD | -29.2% | +10.0% | -39.2% | -29.6% |
| 1Y | -39.3% | +9.1% | -48.4% | -38.6% |
| All | -39.3% | +9.6% | -48.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling