+114.2%
INTC vs RMBS
+267.8%
-153.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +18.0% | +3.5% | +14.5% | +16.2% |
| 30D | +8.9% | -8.6% | +17.5% | +13.7% |
| 3M | -1.6% | -40.3% | +38.8% | +25.6% |
| 6M | +133.1% | -1.0% | +134.1% | +133.5% |
| YTD | +187.9% | -4.6% | +192.5% | +191.8% |
| 1Y | +334.7% | +17.6% | +317.1% | +296.6% |
| 3Y | +184.2% | +58.6% | +125.5% | +108.0% |
| All | +114.2% | +267.8% | -153.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling