+9,863.9%
INTC vs COP
+4,661.5%
+5,202.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.0% |
| 7D | +7.3% | +0.7% | +6.6% | +7.1% |
| 30D | -38.3% | +0.2% | -38.6% | -38.6% |
| 3M | -36.0% | +10.2% | -46.2% | -38.4% |
| 6M | -51.7% | +20.1% | -71.8% | -55.1% |
| YTD | +69.4% | +50.5% | +18.9% | +45.0% |
| 1Y | +65.0% | +56.8% | +8.2% | +39.1% |
| 3Y | +63.0% | +30.3% | +32.7% | +44.1% |
| 5Y | +33.4% | +126.8% | -93.5% | -4.1% |
| 10Y | +121.2% | +325.0% | -203.8% | +19.3% |
| All | +9,863.9% | +4,661.5% | +5,202.4% | +2,849.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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