+77.1%
NFLX vs REPL
+39.1%
+38.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.7% |
| 7D | +2.6% | +14.2% | -11.6% | +2.0% |
| 30D | -9.0% | +65.9% | -74.9% | -11.0% |
| 3M | -13.7% | +84.6% | -98.3% | -16.1% |
| 6M | -26.9% | +446.9% | -473.8% | -34.9% |
| YTD | -31.8% | +129.0% | -160.8% | -38.6% |
| 1Y | -42.1% | +167.9% | -209.9% | -48.3% |
| 3Y | +47.0% | +93.9% | -46.9% | +13.4% |
| 5Y | -2.5% | -33.0% | +30.5% | -18.8% |
| All | +77.1% | +39.1% | +38.0% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling