+64,065.9%
NFLX vs DVA
+2,371.1%
+61,694.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -5.0% | +2.2% | -7.2% | -5.6% |
| 30D | +3.5% | -2.0% | +5.6% | +4.1% |
| 3M | -7.1% | -6.3% | -0.8% | -6.3% |
| 6M | -22.5% | +19.4% | -41.9% | -27.5% |
| YTD | -18.1% | +58.5% | -76.6% | -30.2% |
| 1Y | -38.3% | +33.9% | -72.2% | -45.0% |
| 3Y | +73.4% | +88.4% | -15.1% | +33.5% |
| 5Y | +26.7% | +39.5% | -12.8% | +2.7% |
| 10Y | +670.3% | +179.5% | +490.9% | +354.9% |
| All | +64,065.9% | +2,371.1% | +61,694.8% | +19,875.4% |
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