+65,302.9%
NFLX vs UMC
+364.7%
+64,938.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.6% | -9.9% | -6.5% |
| 7D | -4.2% | +5.0% | -9.2% | -5.5% |
| 30D | +5.5% | +7.7% | -2.2% | +3.3% |
| 3M | -4.1% | +1.7% | -5.7% | -7.4% |
| 6M | -20.7% | +113.9% | -134.6% | -38.3% |
| YTD | -16.5% | +168.9% | -185.4% | -39.8% |
| 1Y | -37.8% | +207.2% | -245.0% | -56.9% |
| 3Y | +77.9% | +227.7% | -149.8% | +18.7% |
| 5Y | +32.5% | +118.0% | -85.5% | -2.6% |
| 10Y | +703.6% | +1,682.1% | -978.6% | +208.2% |
| All | +65,302.9% | +364.7% | +64,938.2% | +19,275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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