+26.7%
NFLX vs DRI
+70.3%
-43.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -5.0% | -1.2% | -3.8% | -4.6% |
| 30D | +3.5% | -0.4% | +3.9% | +3.5% |
| 3M | -7.1% | +9.5% | -16.6% | -10.5% |
| 6M | -22.5% | +6.5% | -28.9% | -24.9% |
| YTD | -18.1% | +18.4% | -36.5% | -24.5% |
| 1Y | -38.3% | +4.2% | -42.5% | -40.2% |
| 3Y | +73.4% | +57.1% | +16.3% | +30.2% |
| 5Y | +26.7% | +70.4% | -43.7% | -15.7% |
| All | +26.7% | +70.3% | -43.7% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling