+289.0%
INTC vs EXPE
+733.4%
-444.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +17.1% | -4.2% | +21.3% | +18.2% |
| 30D | -40.5% | -4.5% | -35.9% | -40.4% |
| 3M | -39.4% | -19.7% | -19.7% | -37.2% |
| 6M | -49.3% | +18.3% | -67.5% | -52.9% |
| YTD | +65.9% | -7.3% | +73.2% | +61.2% |
| 1Y | +61.5% | -3.9% | +65.4% | +55.3% |
| 3Y | +59.6% | +123.0% | -63.4% | +19.8% |
| 5Y | +31.2% | +47.9% | -16.8% | +4.5% |
| 10Y | +116.6% | +126.5% | -9.9% | +40.2% |
| All | +289.0% | +733.4% | -444.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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