+121.2%
INTC vs B
+203.3%
-82.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +7.9% |
| 7D | +7.3% | -2.7% | +9.9% | +7.9% |
| 30D | -38.3% | -4.3% | -34.0% | -37.7% |
| 3M | -36.0% | -2.3% | -33.7% | -35.8% |
| 6M | -51.7% | -16.2% | -35.5% | -50.1% |
| YTD | +69.4% | -8.8% | +78.2% | +71.6% |
| 1Y | +65.0% | +11.4% | +53.6% | +61.2% |
| 3Y | +63.0% | +174.3% | -111.3% | +35.1% |
| 5Y | +33.4% | +116.2% | -82.8% | +12.5% |
| 10Y | +121.2% | +222.7% | -101.5% | +79.3% |
| All | +121.2% | +203.3% | -82.1% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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