+17.7%
INTC vs RBA
+37.7%
-20.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.1% |
| 7D | -14.4% | +4.3% | -18.7% | -15.6% |
| 30D | -50.2% | +16.3% | -66.6% | -52.8% |
| 3M | -43.6% | +1.3% | -44.9% | -44.2% |
| 6M | -50.2% | -11.1% | -39.1% | -49.1% |
| YTD | +52.5% | -8.5% | +61.0% | +53.9% |
| 1Y | +51.1% | -2.1% | +53.3% | +48.8% |
| 3Y | +50.3% | +44.6% | +5.7% | +27.7% |
| All | +17.7% | +37.7% | -20.0% | +0.8% |
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