+681.4%
NFLX vs DVA
+187.8%
+493.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | +4.3% | 0.0% | +4.3% | +4.3% |
| 3M | -4.8% | -10.9% | +6.2% | -3.4% |
| 6M | -18.4% | +17.3% | -35.7% | -21.7% |
| YTD | -17.4% | +59.8% | -77.2% | -26.0% |
| 1Y | -35.7% | +36.3% | -71.9% | -40.5% |
| 3Y | +73.8% | +88.6% | -14.8% | +44.2% |
| 5Y | +29.3% | +47.5% | -18.3% | +9.5% |
| All | +681.4% | +187.8% | +493.6% | +459.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling