-51.7%
INTC vs EL
+32.6%
-84.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.6% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | -38.3% | +12.3% | -50.6% | -38.2% |
| 3M | -36.0% | +28.4% | -64.4% | -36.1% |
| 6M | -51.7% | +36.7% | -88.4% | -51.7% |
| All | -51.7% | +32.6% | -84.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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