+29.0%
NFLX vs DOC
-24.5%
+53.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.9% |
| 7D | -4.2% | -1.5% | -2.8% | -3.9% |
| 30D | +5.5% | -4.8% | +10.2% | +6.6% |
| 3M | -4.1% | +6.9% | -10.9% | -5.5% |
| 6M | -20.7% | +20.7% | -41.4% | -24.3% |
| YTD | -16.5% | +34.1% | -50.7% | -22.4% |
| 1Y | -37.8% | +22.6% | -60.4% | -41.0% |
| 3Y | +77.9% | +20.8% | +57.1% | +68.3% |
| All | +29.0% | -24.5% | +53.5% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling