+75.2%
NFLX vs REPL
+45.5%
+29.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.3% |
| 7D | -0.3% | +12.7% | -13.0% | -0.7% |
| 30D | -10.0% | +73.5% | -83.5% | -12.1% |
| 3M | -17.1% | +70.3% | -87.4% | -19.0% |
| 6M | -27.7% | +472.0% | -499.7% | -35.8% |
| YTD | -32.5% | +139.5% | -172.0% | -39.3% |
| 1Y | -43.5% | +167.3% | -210.8% | -49.6% |
| 3Y | +41.4% | +109.5% | -68.1% | +8.6% |
| 5Y | -2.2% | -29.9% | +27.7% | -18.7% |
| All | +75.2% | +45.5% | +29.7% | +18.3% |
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