+11.2%
QCOM vs REPL
-35.6%
+46.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.0% | -2.5% | +5.4% |
| 7D | +0.4% | +22.8% | -22.4% | -0.1% |
| 30D | -6.6% | +63.8% | -70.4% | -7.7% |
| 3M | +3.7% | +68.1% | -64.4% | +2.4% |
| 6M | -13.3% | +528.5% | -541.8% | -18.6% |
| YTD | -1.8% | +122.4% | -124.2% | -6.4% |
| 1Y | -2.5% | +154.4% | -156.9% | -7.6% |
| 3Y | +47.0% | +68.0% | -21.0% | +27.4% |
| All | +11.2% | -35.6% | +46.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling