+261.1%
QCOM vs REPL
+36.8%
+224.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +4.3% | +1.2% | +3.0% | +4.2% |
| 30D | -0.1% | +92.2% | -92.3% | -3.0% |
| 3M | +5.2% | +44.1% | -38.9% | +3.3% |
| 6M | -18.4% | +313.0% | -331.4% | -26.3% |
| YTD | +2.4% | +125.2% | -122.8% | -8.0% |
| 1Y | +0.9% | +143.8% | -142.9% | -9.8% |
| 3Y | +48.4% | +104.2% | -55.8% | +10.7% |
| 5Y | +16.6% | -34.5% | +51.1% | -2.6% |
| All | +261.1% | +36.8% | +224.3% | +153.2% |
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