-2.7%
NFLX vs REPL
-35.6%
+33.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.3% | -3.5% |
| 7D | +2.1% | +22.8% | -20.6% | +1.5% |
| 30D | -9.0% | +63.8% | -72.8% | -10.5% |
| 3M | -14.0% | +68.1% | -82.1% | -15.5% |
| 6M | -28.2% | +528.5% | -556.7% | -35.1% |
| YTD | -32.4% | +122.4% | -154.8% | -37.6% |
| 1Y | -42.2% | +154.4% | -196.6% | -47.1% |
| 3Y | +45.9% | +68.0% | -22.1% | +17.6% |
| All | -2.7% | -35.6% | +33.0% | -16.5% |
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 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