+57.4%
INTC vs ROL
-34.1%
+91.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.5% | -2.5% |
| 7D | -39.0% | +14.6% | -53.6% | -35.1% |
| 30D | -49.8% | +29.3% | -79.1% | -44.3% |
| 3M | -42.2% | +2.0% | -44.2% | -39.2% |
| 6M | -39.2% | -28.5% | -10.6% | -36.9% |
| YTD | +57.9% | -35.3% | +93.2% | +67.0% |
| 1Y | +57.4% | -34.7% | +92.0% | +66.2% |
| All | +57.4% | -34.1% | +91.5% | +66.2% |
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