+22.8%
INTC vs ROIV
+270.3%
-247.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.2% | +1.5% | +6.8% |
| 7D | -14.4% | +5.3% | -19.8% | -15.0% |
| 30D | -50.2% | +11.9% | -62.1% | -51.0% |
| 3M | -43.6% | +10.7% | -54.3% | -44.5% |
| 6M | -50.2% | +34.9% | -85.1% | -52.2% |
| YTD | +52.5% | +79.2% | -26.7% | +41.4% |
| 1Y | +51.1% | +89.0% | -37.9% | +39.1% |
| 3Y | +50.3% | +337.3% | -287.1% | +26.6% |
| 5Y | +19.2% | +402.3% | -383.2% | -6.7% |
| All | +22.8% | +270.3% | -247.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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