+15,172.7%
INTC vs COP
+4,537.2%
+10,635.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.8% |
| 7D | +7.1% | +3.0% | +4.1% | +6.1% |
| 30D | -5.2% | +17.5% | -22.7% | -9.9% |
| 3M | -14.3% | +13.4% | -27.7% | -18.2% |
| 6M | +110.2% | +17.7% | +92.4% | +96.2% |
| YTD | +159.6% | +46.6% | +113.0% | +125.6% |
| 1Y | +289.3% | +44.6% | +244.7% | +238.8% |
| 3Y | +166.1% | +20.7% | +145.4% | +141.7% |
| 5Y | +94.4% | +185.0% | -90.7% | +30.7% |
| 10Y | +227.7% | +347.0% | -119.3% | +74.4% |
| All | +15,172.7% | +4,537.2% | +10,635.5% | +4,490.1% |
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