+39.3%
NFLX vs USAR
-20.3%
+59.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.9% |
| 7D | -4.4% | +8.8% | -13.1% | -4.3% |
| 30D | -11.0% | -28.5% | +17.4% | -11.1% |
| 3M | -15.5% | -56.2% | +40.6% | -15.7% |
| 6M | -28.5% | -68.4% | +39.9% | -28.7% |
| YTD | -33.1% | -32.2% | -1.0% | -33.5% |
| 1Y | -45.8% | -52.3% | +6.5% | -46.0% |
| 3Y | +40.2% | -21.2% | +61.4% | +65.2% |
| All | +39.3% | -20.3% | +59.6% | +65.2% |
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