+289.3%
INTC vs RF
+16.9%
+272.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +7.1% | +1.3% | +5.8% | +6.6% |
| 30D | -5.2% | -3.6% | -1.6% | -4.0% |
| 3M | -14.3% | +8.1% | -22.4% | -17.6% |
| 6M | +110.2% | +11.5% | +98.7% | +95.8% |
| YTD | +159.6% | +15.6% | +144.0% | +136.1% |
| 1Y | +289.3% | +15.7% | +273.6% | +325.8% |
| All | +289.3% | +16.9% | +272.4% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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