+681.4%
NFLX vs UL
+66.7%
+614.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -1.1% | -3.4% | +2.3% | 0.0% |
| 30D | +4.3% | +0.5% | +3.8% | +4.2% |
| 3M | -4.8% | +7.2% | -12.0% | -6.8% |
| 6M | -18.4% | -3.1% | -15.4% | -17.9% |
| YTD | -17.4% | -2.7% | -14.7% | -17.2% |
| 1Y | -35.7% | -10.2% | -25.4% | -33.9% |
| 3Y | +73.8% | +20.3% | +53.5% | +59.3% |
| 5Y | +29.3% | +19.9% | +9.3% | +16.6% |
| All | +681.4% | +66.7% | +614.7% | +553.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling