+144.9%
NFLX vs DT
+103.5%
+41.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.8% |
| 7D | -4.2% | -3.3% | -0.9% | -3.2% |
| 30D | +5.5% | +2.0% | +3.4% | +4.5% |
| 3M | -4.1% | +20.0% | -24.1% | -10.7% |
| 6M | -20.7% | +39.3% | -60.0% | -31.2% |
| YTD | -16.5% | +19.8% | -36.3% | -23.8% |
| 1Y | -37.8% | +4.3% | -42.1% | -40.3% |
| 3Y | +77.9% | +7.7% | +70.2% | +64.2% |
| 5Y | +32.5% | -26.8% | +59.3% | +31.4% |
| All | +144.9% | +103.5% | +41.4% | +79.0% |
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 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