+259.0%
QCOM vs REPL
+39.1%
+219.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.5% |
| 7D | +5.8% | +14.2% | -8.4% | +5.2% |
| 30D | -2.3% | +65.9% | -68.2% | -4.6% |
| 3M | +2.7% | +84.6% | -81.9% | -0.4% |
| 6M | -21.0% | +446.9% | -467.9% | -30.0% |
| YTD | +1.8% | +129.0% | -127.2% | -8.6% |
| 1Y | +2.4% | +167.9% | -165.4% | -9.0% |
| 3Y | +52.1% | +93.9% | -41.8% | +14.5% |
| 5Y | +14.6% | -33.0% | +47.6% | -4.3% |
| All | +259.0% | +39.1% | +219.9% | +151.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling