+34.9%
NFLX vs U
-31.3%
+66.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -4.5% |
| 7D | +2.1% | +36.6% | -34.4% | -5.0% |
| 30D | -9.0% | +13.3% | -22.3% | -12.1% |
| 3M | -14.0% | +26.2% | -40.1% | -19.0% |
| 6M | -28.2% | +88.7% | -116.9% | -38.8% |
| YTD | -32.4% | +16.6% | -48.9% | -37.9% |
| 1Y | -42.2% | +29.0% | -71.1% | -48.5% |
| 3Y | +45.9% | +99.5% | -53.6% | +3.7% |
| 5Y | -1.8% | -66.1% | +64.3% | -2.3% |
| All | +34.9% | -31.3% | +66.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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