+448.1%
NFLX vs UAL
+99.5%
+348.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.3% | +12.5% | -12.7% | -1.9% |
| 30D | -10.0% | +12.2% | -22.2% | -11.6% |
| 3M | -17.1% | -2.6% | -14.5% | -17.0% |
| 6M | -27.7% | +21.1% | -48.8% | -30.1% |
| YTD | -32.5% | +7.8% | -40.3% | -34.3% |
| 1Y | -43.5% | +25.4% | -68.9% | -46.3% |
| 3Y | +41.4% | +217.3% | -175.9% | +13.6% |
| 5Y | -2.2% | +132.9% | -135.1% | -20.0% |
| 10Y | +448.1% | +101.1% | +347.0% | +401.8% |
| All | +448.1% | +99.5% | +348.6% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling