+52,297.5%
NFLX vs DVA
+2,288.9%
+50,008.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.3% | -1.5% |
| 7D | -4.4% | -10.7% | +6.3% | -1.6% |
| 30D | -11.0% | -4.4% | -6.6% | -10.1% |
| 3M | -15.5% | -4.1% | -11.4% | -14.9% |
| 6M | -28.5% | -13.2% | -15.3% | -26.7% |
| YTD | -33.1% | +53.2% | -86.4% | -42.7% |
| 1Y | -45.8% | +40.8% | -86.7% | -52.5% |
| 3Y | +40.2% | +109.7% | -69.6% | +4.7% |
| 5Y | -8.2% | +64.5% | -72.7% | -29.5% |
| 10Y | +446.2% | +192.4% | +253.8% | +215.9% |
| All | +52,297.5% | +2,288.9% | +50,008.7% | +16,307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling