+112.6%
NFLX vs REPL
-7.7%
+120.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | -5.0% | -5.7% | +0.7% | -4.8% |
| 30D | +3.5% | +22.5% | -18.9% | +2.6% |
| 3M | -7.1% | +64.7% | -71.8% | -10.8% |
| 6M | -22.5% | +83.0% | -105.5% | -29.4% |
| YTD | -18.1% | +52.0% | -70.1% | -24.9% |
| 1Y | -38.3% | +144.5% | -182.9% | -46.7% |
| 3Y | +73.4% | -25.1% | +98.4% | +44.8% |
| 5Y | +26.7% | -52.9% | +79.5% | +6.9% |
| All | +112.6% | -7.7% | +120.3% | +46.5% |
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