-37.8%
NFLX vs UL
-8.6%
-29.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | +5.5% | +0.5% | +5.0% | +5.3% |
| 3M | -4.1% | +17.6% | -21.7% | -5.7% |
| 6M | -20.7% | -5.4% | -15.3% | -20.6% |
| YTD | -16.5% | +0.7% | -17.2% | -17.3% |
| 1Y | -37.8% | -9.3% | -28.5% | -39.3% |
| All | -37.8% | -8.6% | -29.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling