+52,297.5%
NFLX vs UL
+568.7%
+51,728.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | -4.4% | -2.5% | -1.9% | -3.5% |
| 30D | -11.0% | +5.7% | -16.7% | -12.9% |
| 3M | -15.5% | +7.0% | -22.5% | -17.6% |
| 6M | -28.5% | +16.1% | -44.5% | -32.5% |
| YTD | -33.1% | +3.6% | -36.7% | -34.5% |
| 1Y | -45.8% | -1.4% | -44.5% | -46.0% |
| 3Y | +40.2% | +34.1% | +6.1% | +21.8% |
| 5Y | -8.2% | +32.0% | -40.2% | -20.8% |
| 10Y | +446.2% | +104.7% | +341.5% | +279.7% |
| All | +52,297.5% | +568.7% | +51,728.8% | +24,171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling