+15,172.7%
INTC vs RF
+1,537.4%
+13,635.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +7.1% | +1.3% | +5.8% | +6.7% |
| 30D | -5.2% | -3.6% | -1.6% | -4.3% |
| 3M | -14.3% | +8.1% | -22.4% | -16.3% |
| 6M | +110.2% | +11.5% | +98.7% | +103.4% |
| YTD | +159.6% | +15.6% | +144.0% | +149.1% |
| 1Y | +289.3% | +15.7% | +273.6% | +273.1% |
| 3Y | +166.1% | +86.9% | +79.2% | +124.6% |
| 5Y | +94.4% | +89.8% | +4.6% | +61.4% |
| 10Y | +227.7% | +344.7% | -117.0% | +110.1% |
| All | +15,172.7% | +1,537.4% | +13,635.3% | +4,986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling