+52.7%
NFLX vs DOC
+43.5%
+9.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.3% |
| 7D | +7.1% | +8.7% | -1.6% | +6.0% |
| 30D | -1.6% | +7.6% | -9.3% | -2.5% |
| 3M | -9.8% | -5.3% | -4.5% | -9.3% |
| 6M | -27.1% | +27.6% | -54.7% | -28.7% |
| YTD | -29.2% | +32.4% | -61.6% | -31.0% |
| 1Y | -39.3% | +22.9% | -62.1% | -40.4% |
| All | +52.7% | +43.5% | +9.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling