+484.3%
INTC vs RL
+1,568.4%
-1,084.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +3.7% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -43.3% | +7.3% | -50.6% | -44.5% |
| 3M | -41.6% | +1.0% | -42.6% | -41.9% |
| 6M | -52.5% | +11.8% | -64.2% | -54.4% |
| YTD | +60.9% | +13.6% | +47.3% | +53.6% |
| 1Y | +55.7% | +24.0% | +31.7% | +44.4% |
| 3Y | +59.2% | +256.6% | -197.4% | +5.7% |
| 5Y | +25.0% | +240.2% | -215.2% | -17.6% |
| 10Y | +109.3% | +373.0% | -263.7% | +14.8% |
| All | +484.3% | +1,568.4% | -1,084.1% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling