-50.2%
INTC vs COO
+1.4%
-51.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +6.9% |
| 7D | -14.4% | +4.7% | -19.1% | -12.3% |
| 30D | -50.2% | +13.9% | -64.1% | -47.0% |
| 3M | -43.6% | -14.9% | -28.7% | -49.2% |
| 6M | -50.2% | +2.0% | -52.2% | -45.2% |
| All | -50.2% | +1.4% | -51.6% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling