+9,167.2%
INTC vs COO
+5,462.0%
+3,705.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -4.0% | +4.5% | -8.5% | -4.4% |
| 30D | -44.5% | +16.9% | -61.4% | -45.3% |
| 3M | -40.4% | -16.7% | -23.7% | -39.6% |
| 6M | -53.5% | +5.9% | -59.4% | -54.0% |
| YTD | +57.5% | -22.4% | +80.0% | +60.3% |
| 1Y | +51.2% | -10.1% | +61.3% | +51.6% |
| 3Y | +51.6% | -22.8% | +74.4% | +53.9% |
| 5Y | +23.5% | -41.4% | +64.9% | +28.2% |
| 10Y | +106.4% | +41.3% | +65.1% | +100.9% |
| All | +9,167.2% | +5,462.0% | +3,705.3% | +7,295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling