+179.4%
INTC vs REPL
-24.7%
+204.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.8% | +9.0% |
| 7D | +17.4% | -5.7% | +23.2% | +17.4% |
| 30D | +2.8% | +22.5% | -19.7% | +2.9% |
| 3M | -5.3% | +64.7% | -69.9% | -4.6% |
| 6M | +140.6% | +83.0% | +57.6% | +147.1% |
| YTD | +183.1% | +52.0% | +131.2% | +190.9% |
| 1Y | +326.8% | +144.5% | +182.2% | +336.8% |
| 3Y | +179.4% | -25.1% | +204.5% | +201.5% |
| All | +179.4% | -24.7% | +204.1% | +201.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling