+27.0%
NFLX vs DTE
+31.2%
-4.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -8.1% | -2.0% | -6.1% | -7.8% |
| 30D | +1.6% | -2.4% | +4.0% | +1.9% |
| 3M | -7.3% | -7.3% | 0.0% | -6.5% |
| 6M | -21.6% | -7.6% | -14.0% | -20.8% |
| YTD | -18.9% | +5.8% | -24.7% | -19.3% |
| 1Y | -39.1% | +2.3% | -41.4% | -39.2% |
| 3Y | +71.7% | +45.0% | +26.6% | +62.9% |
| 5Y | +27.0% | +33.2% | -6.3% | +26.5% |
| All | +27.0% | +31.2% | -4.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling