+51.2%
INTC vs RL
+22.6%
+28.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -4.0% | +1.3% | -5.3% | -4.4% |
| 30D | -44.5% | +7.6% | -52.1% | -45.9% |
| 3M | -40.4% | -1.5% | -38.9% | -39.7% |
| 6M | -53.5% | +12.1% | -65.5% | -55.3% |
| YTD | +57.5% | +13.9% | +43.6% | +48.3% |
| 1Y | +51.2% | +20.7% | +30.5% | +39.0% |
| All | +51.2% | +22.6% | +28.6% | +39.0% |
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