+93.9%
INTC vs RL
+238.1%
-144.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.4% |
| 30D | -5.2% | -7.8% | +2.6% | -2.2% |
| 3M | -14.3% | -4.0% | -10.3% | -13.0% |
| 6M | +110.2% | -1.9% | +112.1% | +110.4% |
| YTD | +159.6% | -0.2% | +159.8% | +157.2% |
| 1Y | +289.3% | +10.7% | +278.6% | +268.5% |
| 3Y | +166.1% | +210.8% | -44.7% | +63.3% |
| All | +93.9% | +238.1% | -144.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling