+93.9%
INTC vs REPL
-54.3%
+148.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.5% |
| 7D | +7.1% | -3.0% | +10.0% | +7.1% |
| 30D | -5.2% | +27.1% | -32.3% | -5.4% |
| 3M | -14.3% | +52.4% | -66.7% | -14.7% |
| 6M | +110.2% | +107.4% | +2.7% | +109.0% |
| YTD | +159.6% | +54.7% | +104.9% | +159.7% |
| 1Y | +289.3% | +158.9% | +130.4% | +280.3% |
| 3Y | +166.1% | -23.7% | +189.8% | +160.5% |
| All | +93.9% | -54.3% | +148.2% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling