+53.5%
INTC vs EW
+23.2%
+30.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -4.0% | +9.3% | -13.3% | -4.4% |
| 30D | -44.5% | +22.1% | -66.5% | -44.7% |
| 3M | -40.4% | +13.0% | -53.4% | -40.2% |
| 6M | -53.5% | +30.1% | -83.5% | -55.6% |
| YTD | +57.5% | +22.0% | +35.5% | +53.9% |
| All | +53.5% | +23.2% | +30.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling