+73.4%
NFLX vs DT
+3.8%
+69.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.1% |
| 7D | -5.0% | -4.9% | -0.1% | -3.9% |
| 30D | +3.5% | +2.7% | +0.9% | +2.7% |
| 3M | -7.1% | +20.0% | -27.1% | -11.6% |
| 6M | -22.5% | +28.0% | -50.5% | -28.0% |
| YTD | -18.1% | +16.0% | -34.2% | -21.8% |
| 1Y | -38.3% | +0.7% | -39.0% | -38.4% |
| 3Y | +73.4% | +6.2% | +67.2% | +67.0% |
| All | +73.4% | +3.8% | +69.6% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling