+252.1%
INTC vs RMBS
+566.4%
-314.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.7% |
| 7D | +7.5% | +1.8% | +5.7% | +6.7% |
| 30D | +2.0% | -13.9% | +15.9% | +9.7% |
| 3M | -12.0% | -39.8% | +27.8% | +12.7% |
| 6M | +114.5% | -6.0% | +120.6% | +119.0% |
| YTD | +179.0% | -5.4% | +184.3% | +182.1% |
| 1Y | +318.3% | -1.8% | +320.1% | +309.2% |
| 3Y | +171.2% | +53.7% | +117.6% | +94.8% |
| 5Y | +107.6% | +268.5% | -160.9% | -9.9% |
| All | +252.1% | +566.4% | -314.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling