+2,534.3%
NFLX vs URA
-50.4%
+2,584.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -10.0% | -14.8% | +4.8% | -6.4% |
| 3M | -17.1% | -25.3% | +8.2% | -11.0% |
| 6M | -27.7% | -39.9% | +12.2% | -18.4% |
| YTD | -32.5% | -22.4% | -10.1% | -31.1% |
| 1Y | -43.5% | -29.0% | -14.5% | -41.0% |
| 3Y | +41.4% | +41.0% | +0.5% | +13.5% |
| 5Y | -2.2% | +38.3% | -40.5% | -23.8% |
| 10Y | +448.1% | +276.1% | +172.0% | +187.6% |
| All | +2,534.3% | -50.4% | +2,584.7% | +2,074.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling