+121.2%
INTC vs RF
+241.0%
-119.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +7.3% | -1.3% | +8.6% | +7.9% |
| 30D | -38.3% | +4.6% | -43.0% | -39.4% |
| 3M | -36.0% | -8.4% | -27.6% | -34.0% |
| 6M | -51.7% | +8.9% | -60.6% | -53.7% |
| YTD | +69.4% | +8.8% | +60.6% | +62.4% |
| 1Y | +65.0% | +18.9% | +46.1% | +52.7% |
| 3Y | +63.0% | +116.0% | -53.0% | +21.0% |
| 5Y | +33.4% | +46.0% | -12.7% | +10.9% |
| 10Y | +121.2% | +231.7% | -110.5% | +44.5% |
| All | +121.2% | +241.0% | -119.8% | +44.5% |
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