-39.8%
NFLX vs DRI
+3.0%
-42.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | -8.1% | -4.8% | -3.3% | -8.3% |
| 30D | -0.3% | -3.9% | +3.6% | -0.6% |
| 3M | -6.6% | +5.1% | -11.7% | -6.4% |
| 6M | -22.7% | +5.5% | -28.2% | -22.4% |
| YTD | -18.9% | +16.5% | -35.4% | -17.0% |
| 1Y | -39.8% | +2.0% | -41.8% | -38.7% |
| All | -39.8% | +3.0% | -42.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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