+63,447.4%
NFLX vs DTE
+805.9%
+62,641.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -0.3% | -0.5% | +0.2% | -0.2% |
| 3M | -6.6% | -6.0% | -0.6% | -4.7% |
| 6M | -22.7% | -7.2% | -15.5% | -20.8% |
| YTD | -18.9% | +7.2% | -26.1% | -21.2% |
| 1Y | -39.8% | +4.1% | -43.9% | -41.0% |
| 3Y | +71.7% | +46.9% | +24.8% | +45.5% |
| 5Y | +27.2% | +32.9% | -5.7% | +10.5% |
| 10Y | +687.9% | +144.5% | +543.4% | +380.6% |
| All | +63,447.4% | +805.9% | +62,641.5% | +15,694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling