+96.2%
NFLX vs DT
+76.1%
+20.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.4% |
| 7D | -4.4% | +2.7% | -7.1% | -5.3% |
| 30D | -11.0% | -30.4% | +19.3% | -0.3% |
| 3M | -15.5% | -9.4% | -6.1% | -14.0% |
| 6M | -28.5% | +14.5% | -43.0% | -33.8% |
| YTD | -33.1% | +3.6% | -36.7% | -36.7% |
| 1Y | -45.8% | -3.4% | -42.4% | -47.4% |
| 3Y | +40.2% | -11.1% | +51.3% | +36.9% |
| 5Y | -8.2% | -39.5% | +31.3% | -4.1% |
| All | +96.2% | +76.1% | +20.1% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling