+63.2%
INTC vs COMP
-47.7%
+110.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | -5.2% | -13.3% | +8.1% | -3.5% |
| 3M | -14.3% | +41.1% | -55.4% | -18.3% |
| 6M | +110.2% | +17.2% | +93.0% | +103.4% |
| YTD | +159.6% | +5.2% | +154.4% | +153.7% |
| 1Y | +289.3% | +18.9% | +270.3% | +273.4% |
| 3Y | +166.1% | +215.9% | -49.9% | +116.5% |
| 5Y | +94.4% | -31.2% | +125.6% | +66.4% |
| All | +63.2% | -47.7% | +110.8% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling