+289.3%
INTC vs ROL
-35.4%
+324.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.6% |
| 7D | +7.1% | -1.4% | +8.5% | +6.7% |
| 30D | -5.2% | -4.1% | -1.1% | -6.0% |
| 3M | -14.3% | -22.5% | +8.2% | -18.3% |
| 6M | +110.2% | -37.7% | +147.8% | +94.3% |
| YTD | +159.6% | -39.6% | +199.2% | +145.4% |
| 1Y | +289.3% | -36.0% | +325.3% | +282.6% |
| All | +289.3% | -35.4% | +324.7% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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