-43.2%
NFLX vs DT
-4.9%
-38.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | -2.8% | -5.4% | +2.6% | -2.2% |
| 30D | -8.6% | -32.2% | +23.6% | -4.6% |
| 3M | -13.7% | -10.9% | -2.8% | -13.8% |
| 6M | -24.5% | +10.0% | -34.4% | -26.7% |
| YTD | -31.2% | +2.1% | -33.2% | -31.0% |
| 1Y | -43.2% | -5.5% | -37.7% | -41.0% |
| All | -43.2% | -4.9% | -38.3% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling