+36.9%
INTC vs RKT
-9.3%
+46.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -9.0% | +15.0% | +7.2% |
| 30D | -39.2% | +30.2% | -69.4% | -41.7% |
| 3M | -42.9% | -8.8% | -34.1% | -42.7% |
| 6M | -50.4% | -0.9% | -49.5% | -50.9% |
| YTD | +61.7% | -29.2% | +90.9% | +66.0% |
| 1Y | +66.1% | -20.1% | +86.2% | +68.0% |
| 3Y | +58.1% | +81.3% | -23.2% | +39.3% |
| 5Y | +27.9% | -6.6% | +34.5% | +14.1% |
| All | +36.9% | -9.3% | +46.2% | +22.2% |
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