+228.2%
QCOM vs REPL
+25.1%
+203.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.3% | -9.4% |
| 7D | -15.5% | +15.1% | -30.6% | -16.0% |
| 30D | -13.4% | +51.1% | -64.5% | -15.1% |
| 3M | 0.0% | +69.2% | -69.2% | -2.6% |
| 6M | -15.2% | +597.6% | -612.8% | -26.0% |
| YTD | -6.9% | +106.0% | -112.9% | -16.0% |
| 1Y | -11.0% | +133.3% | -144.3% | -20.4% |
| 3Y | +39.8% | +41.0% | -1.2% | +8.5% |
| 5Y | +7.2% | -40.1% | +47.3% | -10.1% |
| All | +228.2% | +25.1% | +203.1% | +131.0% |
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