+116.7%
NFLX vs REPL
-6.0%
+122.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.3% |
| 7D | -4.2% | -3.0% | -1.3% | -4.1% |
| 30D | +5.5% | +27.1% | -21.7% | +4.4% |
| 3M | -4.1% | +52.4% | -56.4% | -7.5% |
| 6M | -20.7% | +107.4% | -128.1% | -28.4% |
| YTD | -16.5% | +54.7% | -71.3% | -23.5% |
| 1Y | -37.8% | +158.9% | -196.6% | -46.5% |
| 3Y | +77.9% | -23.7% | +101.6% | +48.5% |
| 5Y | +32.5% | -54.3% | +86.8% | +12.1% |
| All | +116.7% | -6.0% | +122.7% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling