+17.7%
INTC vs COMP
-17.6%
+35.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.7% | -3.0% | +6.2% |
| 7D | -14.4% | +13.4% | -27.9% | -15.9% |
| 30D | -50.2% | +11.1% | -61.3% | -51.0% |
| 3M | -43.6% | -18.8% | -24.8% | -42.2% |
| 6M | -50.2% | +10.5% | -60.7% | -51.2% |
| YTD | +52.5% | -3.4% | +55.9% | +50.3% |
| 1Y | +51.1% | +19.7% | +31.4% | +44.9% |
| 3Y | +50.3% | +381.6% | -331.3% | +14.6% |
| All | +17.7% | -17.6% | +35.3% | +12.5% |
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 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