+6.5%
GOOGL vs REPL
+144.6%
-138.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +3.9% | +1.2% | +2.6% | +3.8% |
| 30D | -14.9% | +92.2% | -107.1% | -16.1% |
| 3M | -14.6% | +44.1% | -58.7% | -15.3% |
| 6M | -26.4% | +313.0% | -339.5% | -29.0% |
| YTD | -5.3% | +125.2% | -130.5% | -10.1% |
| 1Y | +6.5% | +143.8% | -137.3% | +0.9% |
| All | +6.5% | +144.6% | -138.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling