+114.9%
INTC vs RACE
+658.9%
-544.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.5% | +9.2% | +8.3% |
| 7D | -14.4% | +5.1% | -19.5% | -16.3% |
| 30D | -50.2% | +7.7% | -57.9% | -51.8% |
| 3M | -43.6% | +2.2% | -45.8% | -44.3% |
| 6M | -50.2% | +23.8% | -74.0% | -54.9% |
| YTD | +52.5% | +13.9% | +38.6% | +41.0% |
| 1Y | +51.1% | +3.8% | +47.4% | +45.6% |
| 3Y | +50.3% | +28.0% | +22.2% | +26.9% |
| 5Y | +19.2% | +64.9% | -45.8% | -12.2% |
| 10Y | +105.1% | +780.4% | -675.2% | -15.0% |
| All | +114.9% | +658.9% | -544.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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