+16,554.9%
INTC vs ROK
+15,675.2%
+879.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.1% | +9.5% |
| 7D | +17.4% | +2.8% | +14.6% | +16.0% |
| 30D | +2.8% | -2.4% | +5.2% | +3.9% |
| 3M | -5.3% | -4.7% | -0.6% | -3.1% |
| 6M | +140.6% | +16.8% | +123.9% | +126.5% |
| YTD | +183.1% | +11.4% | +171.8% | +172.3% |
| 1Y | +326.8% | +26.2% | +300.6% | +288.8% |
| 3Y | +179.4% | +51.9% | +127.6% | +131.0% |
| 5Y | +111.7% | +46.4% | +65.4% | +74.5% |
| 10Y | +253.8% | +343.5% | -89.7% | +75.7% |
| All | +16,554.9% | +15,675.2% | +879.7% | +1,515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling