+50.3%
INTC vs REPL
+48.4%
+1.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +8.0% | -0.3% | +7.8% |
| 7D | -14.4% | +22.8% | -37.2% | -14.3% |
| 30D | -50.2% | +63.8% | -114.0% | -50.1% |
| 3M | -43.6% | +68.1% | -111.7% | -43.4% |
| 6M | -50.2% | +528.5% | -578.7% | -49.0% |
| YTD | +52.5% | +122.4% | -69.9% | +57.2% |
| 1Y | +51.1% | +154.4% | -103.2% | +55.6% |
| 3Y | +50.3% | +68.0% | -17.7% | +48.7% |
| All | +50.3% | +48.4% | +1.9% | +48.7% |
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