+670.3%
NFLX vs UAL
+103.3%
+567.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.5% |
| 7D | -5.0% | +3.4% | -8.4% | -5.5% |
| 30D | +3.5% | -16.5% | +20.0% | +6.0% |
| 3M | -7.1% | +2.8% | -9.9% | -7.8% |
| 6M | -22.5% | +17.6% | -40.0% | -25.0% |
| YTD | -18.1% | -3.2% | -14.9% | -18.9% |
| 1Y | -38.3% | +0.4% | -38.8% | -39.5% |
| 3Y | +73.4% | +128.2% | -54.8% | +45.8% |
| 5Y | +26.7% | +137.7% | -111.0% | +3.9% |
| 10Y | +670.3% | +99.1% | +571.2% | +529.4% |
| All | +670.3% | +103.3% | +567.0% | +529.4% |
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