+116.0%
INTC vs ROK
+45.0%
+71.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +18.0% | +0.2% | +17.8% | +17.8% |
| 30D | +8.9% | -1.8% | +10.7% | +10.1% |
| 3M | -1.6% | -7.2% | +5.6% | +3.1% |
| 6M | +133.1% | +14.2% | +118.9% | +117.4% |
| YTD | +187.9% | +10.6% | +177.3% | +173.5% |
| 1Y | +334.7% | +25.9% | +308.8% | +284.6% |
| 3Y | +184.2% | +50.8% | +133.4% | +119.7% |
| 5Y | +116.0% | +47.0% | +69.0% | +58.3% |
| All | +116.0% | +45.0% | +71.0% | +58.3% |
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 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