+102.0%
NFLX vs DT
+73.5%
+28.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.4% |
| 7D | -2.8% | -5.4% | +2.6% | -1.0% |
| 30D | -8.6% | -32.2% | +23.6% | +3.4% |
| 3M | -13.7% | -10.9% | -2.8% | -11.6% |
| 6M | -24.5% | +10.0% | -34.4% | -29.1% |
| YTD | -31.2% | +2.1% | -33.2% | -34.5% |
| 1Y | -43.2% | -5.5% | -37.7% | -44.4% |
| 3Y | +44.3% | -12.4% | +56.7% | +41.7% |
| 5Y | -1.9% | -39.7% | +37.9% | +2.8% |
| All | +102.0% | +73.5% | +28.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling