+40.9%
NFLX vs USAR
-18.7%
+59.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.8% | -14.1% | -3.2% |
| 7D | +2.1% | -14.5% | +16.6% | +2.1% |
| 30D | -9.0% | -37.8% | +28.8% | -9.1% |
| 3M | -14.0% | -52.8% | +38.8% | -14.1% |
| 6M | -28.2% | -71.2% | +43.1% | -28.4% |
| YTD | -32.4% | -30.9% | -1.5% | -32.7% |
| 1Y | -42.2% | -48.0% | +5.8% | -42.4% |
| 3Y | +45.9% | -19.7% | +65.6% | +71.7% |
| All | +40.9% | -18.7% | +59.6% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling