-45.7%
NFLX vs REPL
+145.6%
-191.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -2.9% |
| 7D | -4.4% | +9.8% | -14.2% | -4.3% |
| 30D | -11.0% | +81.5% | -92.5% | -10.5% |
| 3M | -15.5% | +44.2% | -59.7% | -15.2% |
| 6M | -28.5% | +437.4% | -465.9% | -28.0% |
| YTD | -33.1% | +126.1% | -159.3% | -32.7% |
| All | -45.7% | +145.6% | -191.3% | -45.7% |
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