+111.7%
INTC vs RBA
+44.6%
+67.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.0% | +11.0% | +9.7% |
| 7D | +17.4% | -1.1% | +18.5% | +17.7% |
| 30D | +2.8% | -13.2% | +16.0% | +7.3% |
| 3M | -5.3% | -21.4% | +16.1% | +1.1% |
| 6M | +140.6% | -20.9% | +161.5% | +156.4% |
| YTD | +183.1% | -19.9% | +203.0% | +199.2% |
| 1Y | +326.8% | -28.7% | +355.4% | +367.9% |
| 3Y | +179.4% | +27.4% | +152.0% | +149.5% |
| 5Y | +111.7% | +41.7% | +70.0% | +74.8% |
| All | +111.7% | +44.6% | +67.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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