+289.3%
INTC vs RL
+13.6%
+275.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.5% |
| 7D | +7.1% | -0.8% | +7.9% | +7.5% |
| 30D | -5.2% | -7.8% | +2.6% | -1.7% |
| 3M | -14.3% | -4.0% | -10.3% | -12.7% |
| 6M | +110.2% | -1.9% | +112.1% | +110.5% |
| YTD | +159.6% | -0.2% | +159.8% | +155.7% |
| 1Y | +289.3% | +10.7% | +278.6% | +239.5% |
| All | +289.3% | +13.6% | +275.7% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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