+33.4%
INTC vs COMP
-14.2%
+47.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +7.1% |
| 7D | +7.3% | +2.2% | +5.1% | +7.0% |
| 30D | -38.3% | +16.3% | -54.7% | -39.6% |
| 3M | -36.0% | -19.1% | -16.9% | -34.4% |
| 6M | -51.7% | +17.1% | -68.8% | -53.1% |
| YTD | +69.4% | -2.9% | +72.3% | +66.8% |
| 1Y | +65.0% | +8.8% | +56.2% | +60.1% |
| 3Y | +63.0% | +423.5% | -360.5% | +23.0% |
| 5Y | +33.4% | -10.5% | +43.8% | +25.0% |
| All | +33.4% | -14.2% | +47.6% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling