+289.3%
INTC vs REPL
+161.1%
+128.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.5% |
| 7D | +7.1% | -3.0% | +10.0% | +7.0% |
| 30D | -5.2% | +27.1% | -32.3% | -4.5% |
| 3M | -14.3% | +52.4% | -66.7% | -12.5% |
| 6M | +110.2% | +107.4% | +2.7% | +130.0% |
| YTD | +159.6% | +54.7% | +104.9% | +181.9% |
| 1Y | +289.3% | +158.9% | +130.4% | +336.5% |
| All | +289.3% | +161.1% | +128.2% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling