+116.0%
INTC vs ON
+57.7%
+58.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +18.0% | -1.9% | +19.9% | +18.8% |
| 30D | +8.9% | -11.0% | +20.0% | +14.9% |
| 3M | -1.6% | -39.3% | +37.8% | +22.3% |
| 6M | +133.1% | +19.8% | +113.2% | +112.5% |
| YTD | +187.9% | +31.1% | +156.8% | +153.5% |
| 1Y | +334.7% | +46.0% | +288.7% | +263.4% |
| 3Y | +184.2% | -27.5% | +211.7% | +193.9% |
| 5Y | +116.0% | +56.9% | +59.1% | +57.8% |
| All | +116.0% | +57.7% | +58.3% | +57.8% |
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