+1.6%
INTC vs COMP
-52.0%
+53.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -39.2% | +16.6% | -55.7% | -40.4% |
| 3M | -42.9% | -23.5% | -19.4% | -41.1% |
| 6M | -50.4% | +25.7% | -76.1% | -52.2% |
| YTD | +61.7% | -3.4% | +65.1% | +59.4% |
| 1Y | +66.1% | +7.6% | +58.6% | +61.7% |
| 3Y | +58.1% | +423.6% | -365.4% | +21.3% |
| 5Y | +27.9% | -10.6% | +38.5% | +9.5% |
| All | +1.6% | -52.0% | +53.6% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling