+27.8%
INTC vs ROK
+30.4%
-2.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +6.0% | +7.1% | -1.1% | +1.5% |
| 30D | -39.2% | -5.0% | -34.2% | -36.6% |
| 3M | -42.9% | -9.4% | -33.6% | -38.6% |
| 6M | -50.4% | -11.0% | -39.4% | -46.0% |
| YTD | +61.7% | +4.4% | +57.2% | +60.8% |
| 1Y | +66.1% | +7.4% | +58.7% | +62.8% |
| 3Y | +58.1% | +61.0% | -2.8% | +19.9% |
| All | +27.8% | +30.4% | -2.5% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling