-37.8%
NFLX vs DVA
+35.1%
-72.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.3% |
| 7D | -4.2% | +1.8% | -6.1% | -4.2% |
| 30D | +5.5% | -2.5% | +7.9% | +5.3% |
| 3M | -4.1% | -4.3% | +0.2% | -4.0% |
| 6M | -20.7% | +18.9% | -39.6% | -19.3% |
| YTD | -16.5% | +61.9% | -78.5% | -10.7% |
| 1Y | -37.8% | +35.7% | -73.5% | -35.0% |
| All | -37.8% | +35.1% | -72.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling