-37.8%
NFLX vs DOC
+23.9%
-61.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.1% |
| 7D | -4.2% | -1.5% | -2.8% | -4.0% |
| 30D | +5.5% | -4.8% | +10.2% | +6.2% |
| 3M | -4.1% | +6.9% | -10.9% | -4.7% |
| 6M | -20.7% | +20.7% | -41.4% | -22.4% |
| YTD | -16.5% | +34.1% | -50.7% | -19.7% |
| 1Y | -37.8% | +22.6% | -60.4% | -39.6% |
| All | -37.8% | +23.9% | -61.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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