+470.5%
GOOGL vs REPL
-6.0%
+476.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.3% | -3.0% | +0.7% | -2.2% |
| 30D | -6.6% | +27.1% | -33.7% | -7.5% |
| 3M | -8.9% | +52.4% | -61.3% | -12.2% |
| 6M | +11.9% | +107.4% | -95.6% | +2.5% |
| YTD | +8.3% | +54.7% | -46.4% | +0.5% |
| 1Y | +46.2% | +158.9% | -112.7% | +29.3% |
| 3Y | +151.9% | -23.7% | +175.6% | +116.4% |
| 5Y | +137.7% | -54.3% | +192.0% | +108.4% |
| All | +470.5% | -6.0% | +476.5% | +301.4% |
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