+109.1%
INTC vs ROIV
+232.7%
-123.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.3% |
| 7D | +7.1% | +0.6% | +6.4% | +7.0% |
| 30D | -5.2% | +1.0% | -6.2% | -5.4% |
| 3M | -14.3% | +18.3% | -32.6% | -16.0% |
| 6M | +110.2% | +18.3% | +91.9% | +105.7% |
| YTD | +159.6% | +61.0% | +98.7% | +144.7% |
| 1Y | +289.3% | +177.9% | +111.4% | +244.1% |
| 3Y | +166.1% | +199.1% | -33.0% | +130.8% |
| 5Y | +94.4% | +250.7% | -156.3% | +67.3% |
| All | +109.1% | +232.7% | -123.6% | +85.1% |
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