+150.5%
GOOGL vs REPL
-24.7%
+175.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +1.1% | -5.7% | +6.8% | +1.1% |
| 30D | -4.4% | +22.5% | -26.9% | -4.6% |
| 3M | -6.8% | +64.7% | -71.5% | -8.0% |
| 6M | +13.6% | +83.0% | -69.5% | +11.4% |
| YTD | +8.3% | +52.0% | -43.6% | +6.3% |
| 1Y | +44.9% | +144.5% | -99.6% | +42.1% |
| 3Y | +150.5% | -25.1% | +175.5% | +138.9% |
| All | +150.5% | -24.7% | +175.1% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling