-37.8%
NFLX vs REPL
+161.1%
-198.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.3% |
| 7D | -4.2% | -3.0% | -1.3% | -4.2% |
| 30D | +5.5% | +27.1% | -21.7% | +5.4% |
| 3M | -4.1% | +52.4% | -56.4% | -3.8% |
| 6M | -20.7% | +107.4% | -128.1% | -22.0% |
| YTD | -16.5% | +54.7% | -71.3% | -17.5% |
| 1Y | -37.8% | +158.9% | -196.6% | -40.1% |
| All | -37.8% | +161.1% | -198.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling