+252.1%
INTC vs ROK
+357.9%
-105.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.7% |
| 7D | +7.5% | -1.2% | +8.7% | +8.2% |
| 30D | +2.0% | -4.8% | +6.8% | +4.8% |
| 3M | -12.0% | -6.1% | -5.9% | -8.8% |
| 6M | +114.5% | +15.5% | +99.1% | +100.2% |
| YTD | +179.0% | +11.2% | +167.8% | +165.7% |
| 1Y | +318.3% | +23.8% | +294.4% | +276.8% |
| 3Y | +171.2% | +53.1% | +118.1% | +112.8% |
| 5Y | +107.6% | +48.3% | +59.3% | +60.6% |
| All | +252.1% | +357.9% | -105.8% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling