+133.7%
GOOG vs REPL
-53.9%
+187.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +1.1% | -5.7% | +6.8% | +1.2% |
| 30D | -5.1% | +22.5% | -27.5% | -5.6% |
| 3M | -7.1% | +64.7% | -71.7% | -9.5% |
| 6M | +12.7% | +83.0% | -70.4% | +6.9% |
| YTD | +7.1% | +52.0% | -44.9% | +2.0% |
| 1Y | +43.6% | +144.5% | -100.9% | +33.3% |
| 3Y | +146.8% | -25.1% | +171.8% | +133.5% |
| 5Y | +133.7% | -52.9% | +186.5% | +119.6% |
| All | +133.7% | -53.9% | +187.6% | +119.6% |
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