+38.3%
GOOGL vs REPL
+136.9%
-98.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.2% |
| 7D | -1.9% | -9.6% | +7.7% | -1.7% |
| 30D | -7.5% | +5.7% | -13.2% | -7.6% |
| 3M | -9.2% | +56.4% | -65.6% | -11.0% |
| 6M | +8.1% | +67.4% | -59.4% | +4.5% |
| YTD | +5.8% | +48.7% | -42.8% | +2.4% |
| 1Y | +38.3% | +148.3% | -109.9% | +32.7% |
| All | +38.3% | +136.9% | -98.5% | +32.7% |
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