+138.0%
NFLX vs DT
+98.4%
+39.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -0.3% | +0.1% | -0.4% | -0.5% |
| 3M | -6.6% | +24.1% | -30.7% | -14.0% |
| 6M | -22.7% | +30.1% | -52.8% | -31.2% |
| YTD | -18.9% | +16.8% | -35.7% | -25.3% |
| 1Y | -39.8% | -0.1% | -39.7% | -41.4% |
| 3Y | +71.7% | +6.8% | +64.9% | +58.9% |
| 5Y | +27.2% | -28.4% | +55.6% | +27.2% |
| All | +138.0% | +98.4% | +39.5% | +75.4% |
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