+129.2%
INTC vs RMBS
+1.4%
+127.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.7% | +7.4% | +7.9% |
| 7D | +17.4% | +3.0% | +14.5% | +15.3% |
| 30D | +2.8% | -14.4% | +17.2% | +13.9% |
| 3M | -5.3% | -42.8% | +37.6% | +33.1% |
| All | +129.2% | +1.4% | +127.8% | +101.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling