+57.4%
INTC vs ROK
+25.3%
+32.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.2% |
| 7D | -39.0% | 0.0% | -39.0% | -38.3% |
| 30D | -49.8% | -2.5% | -47.4% | -47.9% |
| 3M | -42.2% | 0.0% | -42.2% | -41.4% |
| 6M | -39.2% | +11.6% | -50.7% | -44.1% |
| YTD | +57.9% | +15.2% | +42.7% | +37.1% |
| 1Y | +57.4% | +25.0% | +32.4% | +29.3% |
| All | +57.4% | +25.3% | +32.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling