+51.1%
INTC vs RF
+21.0%
+30.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.8% |
| 7D | -14.4% | -0.9% | -13.5% | -14.2% |
| 30D | -50.2% | +6.0% | -56.3% | -50.7% |
| 3M | -43.6% | -8.9% | -34.7% | -42.1% |
| 6M | -50.2% | +2.3% | -52.5% | -51.3% |
| YTD | +52.5% | +7.6% | +45.0% | +40.3% |
| 1Y | +51.1% | +21.2% | +30.0% | +29.9% |
| All | +51.1% | +21.0% | +30.1% | +29.9% |
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