+667.4%
NFLX vs DLR
+172.7%
+494.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.6% |
| 7D | -8.1% | -1.3% | -6.8% | -7.7% |
| 30D | +1.6% | -2.9% | +4.5% | +2.4% |
| 3M | -7.3% | +3.2% | -10.5% | -8.9% |
| 6M | -21.6% | +3.9% | -25.5% | -23.3% |
| YTD | -18.9% | +21.4% | -40.4% | -24.8% |
| 1Y | -39.1% | +9.7% | -48.8% | -41.8% |
| 3Y | +71.7% | +56.5% | +15.1% | +42.1% |
| 5Y | +27.0% | +41.5% | -14.6% | +6.2% |
| All | +667.4% | +172.7% | +494.6% | +419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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