+17.7%
INTC vs RF
+42.5%
-24.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.9% |
| 7D | -14.4% | -0.9% | -13.5% | -14.1% |
| 30D | -50.2% | +6.0% | -56.3% | -51.6% |
| 3M | -43.6% | -8.9% | -34.7% | -41.3% |
| 6M | -50.2% | +2.3% | -52.5% | -51.4% |
| YTD | +52.5% | +7.6% | +45.0% | +45.2% |
| 1Y | +51.1% | +21.2% | +30.0% | +35.6% |
| 3Y | +50.3% | +108.5% | -58.2% | +6.8% |
| All | +17.7% | +42.5% | -24.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling