+51.2%
INTC vs RF
+19.4%
+31.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -44.5% | +6.2% | -50.7% | -45.0% |
| 3M | -40.4% | -7.8% | -32.5% | -38.9% |
| 6M | -53.5% | +5.9% | -59.4% | -55.2% |
| YTD | +57.5% | +9.0% | +48.5% | +44.6% |
| 1Y | +51.2% | +19.3% | +31.9% | +32.2% |
| All | +51.2% | +19.4% | +31.7% | +32.2% |
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