+253.3%
QCOM vs REPL
-6.0%
+259.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +3.3% | -3.0% | +6.3% | +3.5% |
| 30D | +7.7% | +27.1% | -19.4% | +6.4% |
| 3M | -30.1% | +52.4% | -82.4% | -32.8% |
| 6M | +22.8% | +107.4% | -84.6% | +10.7% |
| YTD | +0.2% | +54.7% | -54.5% | -8.3% |
| 1Y | +7.9% | +158.9% | -151.0% | -7.7% |
| 3Y | +55.8% | -23.7% | +79.6% | +28.3% |
| 5Y | +30.1% | -54.3% | +84.4% | +10.4% |
| All | +253.3% | -6.0% | +259.3% | +152.4% |
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