+243.2%
INTC vs BP
+137.6%
+105.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -5.9% |
| 7D | +9.4% | +5.7% | +3.7% | +7.4% |
| 30D | +2.7% | +8.1% | -5.4% | -0.1% |
| 3M | -6.3% | +8.6% | -14.9% | -9.7% |
| 6M | +114.5% | +18.1% | +96.3% | +98.4% |
| YTD | +171.9% | +37.6% | +134.3% | +136.5% |
| 1Y | +305.0% | +39.4% | +265.6% | +250.0% |
| 3Y | +168.3% | +40.1% | +128.3% | +128.3% |
| 5Y | +102.3% | +141.3% | -39.0% | +36.1% |
| All | +243.2% | +137.6% | +105.5% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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