+318.3%
INTC vs NEM
+64.8%
+253.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +7.5% | -1.0% | +8.5% | +7.9% |
| 30D | +2.0% | +7.8% | -5.9% | -1.5% |
| 3M | -12.0% | +30.2% | -42.2% | -22.3% |
| 6M | +114.5% | +9.6% | +104.9% | +100.9% |
| YTD | +179.0% | +27.8% | +151.1% | +159.2% |
| 1Y | +318.3% | +60.7% | +257.6% | +312.8% |
| All | +318.3% | +64.8% | +253.4% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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