+70.7%
NFLX vs DVA
+89.4%
-18.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | +1.6% | +1.7% | 0.0% | +1.6% |
| 3M | -7.3% | -8.7% | +1.4% | -7.2% |
| 6M | -21.6% | +19.7% | -41.2% | -22.2% |
| YTD | -18.9% | +59.6% | -78.5% | -20.5% |
| 1Y | -39.1% | +37.1% | -76.2% | -39.4% |
| All | +70.7% | +89.4% | -18.7% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling