+33.9%
INTC vs ON
+25.4%
+8.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.8% | +1.8% | +4.7% |
| 7D | +7.3% | +3.3% | +3.9% | +5.7% |
| 30D | -38.3% | -3.1% | -35.2% | -36.7% |
| 3M | -36.0% | -9.2% | -26.8% | -32.9% |
| 6M | -51.7% | -31.4% | -20.4% | -43.2% |
| YTD | +69.4% | +36.0% | +33.4% | +46.5% |
| 1Y | +65.0% | +52.0% | +13.0% | +35.7% |
| 3Y | +63.0% | +9.3% | +53.7% | +45.1% |
| All | +33.9% | +25.4% | +8.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling