+57.4%
INTC vs COMP
+23.8%
+33.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.7% | -11.5% | -5.4% |
| 7D | -39.0% | +9.5% | -48.5% | -40.1% |
| 30D | -49.8% | +8.1% | -57.9% | -50.8% |
| 3M | -42.2% | -16.3% | -25.9% | -40.1% |
| 6M | -39.2% | +42.2% | -81.4% | -45.1% |
| YTD | +57.9% | -5.0% | +62.9% | +52.2% |
| 1Y | +57.4% | +20.1% | +37.3% | +43.5% |
| All | +57.4% | +23.8% | +33.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling