-28.4%
GOOGL vs REPL
+645.5%
-673.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.6% |
| 7D | +1.8% | +22.8% | -21.0% | +1.3% |
| 30D | -18.8% | +63.8% | -82.5% | -19.8% |
| 3M | -20.3% | +68.1% | -88.5% | -21.5% |
| 6M | -28.4% | +528.5% | -556.9% | -31.6% |
| All | -28.4% | +645.5% | -673.9% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling