+409.0%
NFLX vs UAL
+94.5%
+314.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.6% |
| 7D | +2.1% | +8.2% | -6.0% | +1.0% |
| 30D | -9.0% | +2.3% | -11.4% | -9.4% |
| 3M | -14.0% | -12.7% | -1.3% | -12.6% |
| 6M | -28.2% | +12.7% | -40.9% | -29.9% |
| YTD | -32.4% | +0.8% | -33.2% | -33.5% |
| 1Y | -42.2% | +17.8% | -60.0% | -44.6% |
| 3Y | +45.9% | +206.7% | -160.8% | +17.7% |
| 5Y | -1.8% | +113.9% | -115.7% | -18.8% |
| All | +409.0% | +94.5% | +314.5% | +355.4% |
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