+667.4%
NFLX vs URA
+361.2%
+306.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +1.0% |
| 7D | -8.1% | -1.5% | -6.5% | -7.7% |
| 30D | +1.6% | -0.4% | +2.0% | +1.4% |
| 3M | -7.3% | +6.3% | -13.6% | -9.6% |
| 6M | -21.6% | -14.0% | -7.6% | -20.0% |
| YTD | -18.9% | +5.3% | -24.2% | -23.4% |
| 1Y | -39.1% | +11.7% | -50.8% | -44.5% |
| 3Y | +71.7% | +109.8% | -38.1% | +22.0% |
| 5Y | +27.0% | +108.0% | -81.0% | -13.6% |
| All | +667.4% | +361.2% | +306.2% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling