+103.2%
INTC vs RNG
-68.4%
+171.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +7.5% | -6.1% | +13.5% | +8.5% |
| 30D | +2.0% | +9.6% | -7.6% | +0.1% |
| 3M | -12.0% | +83.3% | -95.3% | -22.9% |
| 6M | +114.5% | +77.9% | +36.6% | +86.7% |
| YTD | +179.0% | +139.9% | +39.0% | +121.5% |
| 1Y | +318.3% | +121.7% | +196.6% | +237.6% |
| 3Y | +171.2% | +121.9% | +49.3% | +110.5% |
| All | +103.2% | -68.4% | +171.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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