+867.0%
INTC vs RMBS
+1,363.4%
-496.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.7% | +7.4% | +8.7% |
| 7D | +17.4% | +3.0% | +14.5% | +16.7% |
| 30D | +2.8% | -14.4% | +17.2% | +6.4% |
| 3M | -5.3% | -42.8% | +37.6% | +7.7% |
| 6M | +140.6% | -1.4% | +142.0% | +142.7% |
| YTD | +183.1% | -5.4% | +188.6% | +188.0% |
| 1Y | +326.8% | +18.6% | +308.2% | +311.8% |
| 3Y | +179.4% | +57.3% | +122.2% | +148.3% |
| 5Y | +111.7% | +265.7% | -154.0% | +58.1% |
| 10Y | +253.8% | +546.0% | -292.2% | +135.2% |
| All | +867.0% | +1,363.4% | -496.4% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling