+68.9%
NFLX vs USAR
+68.6%
+0.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -1.0% |
| 7D | -8.1% | -4.4% | -3.7% | -8.1% |
| 30D | -0.3% | -10.4% | +10.1% | -0.4% |
| 3M | -6.6% | -18.4% | +11.8% | -6.6% |
| 6M | -22.7% | -8.8% | -13.9% | -22.7% |
| YTD | -18.9% | +43.4% | -62.3% | -19.2% |
| 1Y | -39.8% | +21.0% | -60.8% | -39.5% |
| 3Y | +71.7% | +67.7% | +4.0% | +102.6% |
| All | +68.9% | +68.6% | +0.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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