+119.8%
INTC vs RKT
-7.0%
+126.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | +7.1% | +2.1% | +5.0% | +6.7% |
| 30D | -5.2% | +1.4% | -6.6% | -5.5% |
| 3M | -14.3% | +6.3% | -20.6% | -15.4% |
| 6M | +110.2% | -15.5% | +125.6% | +113.3% |
| YTD | +159.6% | -27.4% | +187.0% | +167.5% |
| 1Y | +289.3% | -26.6% | +315.9% | +299.1% |
| 3Y | +166.1% | +41.2% | +124.8% | +143.0% |
| 5Y | +94.4% | -6.4% | +100.8% | +74.2% |
| All | +119.8% | -7.0% | +126.8% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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