+409.0%
NFLX vs URI
+1,374.0%
-965.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | +2.1% | -9.8% | +11.9% | +4.6% |
| 30D | -9.0% | +1.7% | -10.8% | -9.7% |
| 3M | -14.0% | -9.1% | -4.9% | -12.5% |
| 6M | -28.2% | +9.9% | -38.0% | -30.9% |
| YTD | -32.4% | +31.2% | -63.6% | -39.3% |
| 1Y | -42.2% | +25.9% | -68.1% | -47.5% |
| 3Y | +45.9% | +147.4% | -101.5% | +4.8% |
| 5Y | -1.8% | +179.7% | -181.5% | -34.0% |
| All | +409.0% | +1,374.0% | -965.0% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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