+111.9%
INTC vs ROL
+221.5%
-109.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.2% |
| 7D | +6.0% | +3.0% | +3.0% | +5.2% |
| 30D | -39.2% | +19.8% | -59.0% | -42.4% |
| 3M | -42.9% | +7.9% | -50.8% | -44.6% |
| 6M | -50.4% | -25.6% | -24.8% | -46.1% |
| YTD | +61.7% | -34.1% | +95.8% | +82.3% |
| 1Y | +66.1% | -31.4% | +97.5% | +84.3% |
| 3Y | +58.1% | +4.7% | +53.5% | +46.2% |
| 5Y | +27.9% | +15.6% | +12.3% | +10.1% |
| All | +111.9% | +221.5% | -109.6% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling