Think of entrepreneurs whose personal brands are inextricably intertwined with their company's brand and one name inevitably springs to mind. Richard Branson is an iconic entrepreneurial figure, a high school drop-out whose knack for seizing opportunities, taking risks, spotting opportunities, and betting on himself and the people around him to build businesses in a variety of industries.

You know all that.

But what you may not know is just how real -- literally life or death -- were the risks he took to build that brand.

"I found myself in the biggest air balloon ever built, all alone," he says, staring into the camera in the excellent documentary Don't Look Down, which opens in theaters and on VOD on November 11 (and is now available for preorder).

"My fellow balloonist had jumped.

"I never saw my life flash before my eyes. It was just ... extraordinary loneliness, sadness. I'd had an extraordinary life and it looked like this was the last two or three minutes of it. I wrote a note to the kids, telling them how much I loved them ... and then I prepared to jump."

Don't Look Down tells the story of Branson's creation of the world's largest hot air balloon and his cross-ocean voyages designed to help publicize the launch and growth of Virgin Air. Starting an airline wasn't on Branson's radar until he found himself in Puerto Rico waiting to board an American Airlines flight to the British Virgin Islands.

American canceled the flight, so the 28-year-old Branson went to the back of the airport and managed to hire a plane. He then borrowed a blackboard, wrote "One way to the Virgin Islands, $39," walked around the airport ... and managed to fill the plane. When the plane landed a passenger said, "Sharpen up the service a bit and you can be in the airline business."

The next day Branson called Boeing to ask if there were any used 747s for sale. He scraped up enough money to buy a plane, but the fledgling airline had almost no money for marketing.

"I knew that I had to use myself to get Virgin on the front pages," Branson says, "rather than a little anecdote on the back pages."

So when the idea of becoming the first to cross the Atlantic in a hot air balloon was proposed, and even though five of the six people who had tried before had perished, Branson said, "F---ing hell. Let's do it."

Even though he had never flown a balloon before, Branson saw it not just as publicity stunt but an incredible personal challenge, and jumped headlong into the effort.

He learned to pilot a balloon. He learned to skydive, since the only way to survive a problem with the balloon at altitude would be to jump, free fall to thicker air, and then parachute to the water. Even that was fraught with peril; the movie shows Branson, while training, mistakenly pulling the cord to jettison his main parachute and being saved at the last second when an instructor desperately reached for and pulled his secondary chute cord.

The flight itself was also incredibly dangerous. During the launch he and his co-pilot, Per Lindstrand, lost one of their fuel tanks. On the second day, the balloon kept rising even though they weren't burning any fuel. With minutes to spare before they climbed too high, they managed to open a malfunctioning vent and reduce their altitude to a relatively safe level.

Then, when they finally reached land, they tried to land in Glasgow, Scotland, but the city was covered by clouds and fog. Landing seemed too risky, so they decided to jettison fuel and land in the sea. But instead they crashed into the ground, bounced back into the air, and floated off toward the Irish sea. They tried to land near the beach but missed, finally landing just off the shore, but explosive bolts used to open the hatch failed to work. Lindstrand jumped into the water. Richard tried to jump out but the balloon soared back into the air with him standing on top of the capsule, alone on the world's biggest balloon, drifting up into the clouds, and as he says, "As lonely as I've ever felt in my life."

What follows is a heartfelt, introspective look at what Richard thought and felt when he was convinced he only had moments to live.

And then they decided to fly across the Pacific -- the only time his father tried to talk him out of doing something -- but that's another life or death story the film tells in riveting detail.

Don't Look Down uses previously unseen footage and interviews with all the major players to not only tell the inside story of Branson's trans-oceanic balloon flights ... but also to provide a unique look at his upbringing, his wife's influence on his confidence and success, the power of partnerships and loyalty, and his willingness to embrace risk.

After all, when you start a company, risk comes with the territory. When you try to break new ground, risk comes with the territory. Risks are a part of life -- and to Branson, a life well lived.

"Life is short anyway," Branson says, "and I think if I don't end up dying in my bed but I end up dying on one of those adventures, I would have lived a much fuller life for it."

Per Lindstrand and Richard Branson were the first to cross both the Atlantic and the Pacific in a hot air balloon.

Branson hasn't made it around the world, but when he reads that last sentence, I'm sure he'll tack on a couple more words: "Not yet."