+398.4%
GOOG vs REPL
+36.8%
+361.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +3.0% | +1.2% | +1.8% | +3.0% |
| 30D | -14.9% | +92.2% | -107.1% | -17.2% |
| 3M | -14.9% | +44.1% | -59.0% | -16.3% |
| 6M | -26.6% | +313.0% | -339.6% | -32.7% |
| YTD | -6.6% | +125.2% | -131.8% | -14.8% |
| 1Y | +5.1% | +143.8% | -138.7% | -4.6% |
| 3Y | +121.0% | +104.2% | +16.8% | +75.6% |
| 5Y | +97.3% | -34.5% | +131.9% | +70.7% |
| All | +398.4% | +36.8% | +361.6% | +248.0% |
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