+29.0%
NFLX vs REPL
-54.3%
+83.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -4.1% | +52.4% | -56.4% | -6.6% |
| 6M | -20.7% | +107.4% | -128.1% | -26.9% |
| YTD | -16.5% | +54.7% | -71.3% | -22.0% |
| 1Y | -37.8% | +158.9% | -196.6% | -45.1% |
| 3Y | +77.9% | -23.7% | +101.6% | +60.6% |
| All | +29.0% | -54.3% | +83.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling