+111.9%
INTC vs COO
+41.1%
+70.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.8% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -39.2% | +14.2% | -53.4% | -42.8% |
| 3M | -42.9% | -18.2% | -24.7% | -38.7% |
| 6M | -50.4% | +5.3% | -55.8% | -53.5% |
| YTD | +61.7% | -23.6% | +85.2% | +77.0% |
| 1Y | +66.1% | -12.7% | +78.8% | +69.3% |
| 3Y | +58.1% | -24.2% | +82.3% | +67.2% |
| 5Y | +27.9% | -40.0% | +67.8% | +49.2% |
| All | +111.9% | +41.1% | +70.9% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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