+842.9%
INTC vs RL
+1,366.2%
-523.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.9% |
| 7D | +7.1% | -0.8% | +7.9% | +7.3% |
| 30D | -5.2% | -7.8% | +2.6% | -3.0% |
| 3M | -14.3% | -4.0% | -10.3% | -13.3% |
| 6M | +110.2% | -1.9% | +112.1% | +110.6% |
| YTD | +159.6% | -0.2% | +159.8% | +158.3% |
| 1Y | +289.3% | +10.7% | +278.6% | +275.0% |
| 3Y | +166.1% | +210.8% | -44.7% | +84.2% |
| 5Y | +94.4% | +238.2% | -143.9% | +28.1% |
| 10Y | +227.7% | +313.4% | -85.7% | +87.4% |
| All | +842.9% | +1,366.2% | -523.3% | +206.6% |
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