+54.4%
INTC vs RF
+20.4%
+34.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.0% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -43.3% | +7.0% | -50.3% | -43.9% |
| 3M | -41.6% | -7.0% | -34.6% | -40.3% |
| 6M | -52.5% | +6.8% | -59.3% | -54.3% |
| YTD | +60.9% | +9.9% | +51.0% | +47.4% |
| All | +54.4% | +20.4% | +34.0% | +34.8% |
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