+667.6%
NFLX vs URA
+380.3%
+287.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -8.1% | +5.7% | -13.8% | -9.5% |
| 30D | -0.3% | +5.6% | -5.9% | -2.1% |
| 3M | -6.6% | +6.2% | -12.8% | -8.9% |
| 6M | -22.7% | -8.2% | -14.4% | -22.5% |
| YTD | -18.9% | +9.7% | -28.6% | -24.2% |
| 1Y | -39.8% | +17.0% | -56.8% | -45.8% |
| 3Y | +71.7% | +118.5% | -46.8% | +20.8% |
| 5Y | +27.2% | +134.3% | -107.1% | -16.4% |
| All | +667.6% | +380.3% | +287.3% | +286.4% |
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 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