+106.4%
INTC vs RF
+248.4%
-142.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -44.5% | +6.2% | -50.7% | -45.7% |
| 3M | -40.4% | -7.8% | -32.5% | -38.6% |
| 6M | -53.5% | +5.9% | -59.4% | -54.9% |
| YTD | +57.5% | +9.0% | +48.5% | +50.9% |
| 1Y | +51.2% | +19.3% | +31.9% | +39.7% |
| 3Y | +51.6% | +116.4% | -64.8% | +12.4% |
| 5Y | +23.5% | +46.0% | -22.6% | +2.7% |
| 10Y | +106.4% | +239.8% | -133.4% | +34.7% |
| All | +106.4% | +248.4% | -142.0% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling