+452.9%
NFLX vs URA
+272.2%
+180.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.9% |
| 7D | -4.4% | +4.5% | -8.8% | -5.6% |
| 30D | -11.0% | -13.4% | +2.4% | -8.0% |
| 3M | -15.5% | -28.4% | +12.9% | -8.6% |
| 6M | -28.5% | -40.5% | +12.0% | -19.3% |
| YTD | -33.1% | -24.3% | -8.9% | -31.6% |
| 1Y | -45.8% | -28.8% | -17.0% | -43.7% |
| 3Y | +40.2% | +37.6% | +2.6% | +11.6% |
| 5Y | -8.2% | +30.7% | -38.8% | -29.1% |
| All | +452.9% | +272.2% | +180.7% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling