+111.7%
INTC vs ROL
-2.9%
+114.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.5% | +11.6% | +9.4% |
| 7D | +17.4% | -3.4% | +20.8% | +18.0% |
| 30D | +2.8% | -6.9% | +9.7% | +3.8% |
| 3M | -5.3% | -24.6% | +19.3% | -1.3% |
| 6M | +140.6% | -39.5% | +180.1% | +162.0% |
| YTD | +183.1% | -41.1% | +224.2% | +209.6% |
| 1Y | +326.8% | -37.9% | +364.7% | +359.1% |
| 3Y | +179.4% | +0.8% | +178.6% | +163.4% |
| 5Y | +111.7% | -4.7% | +116.4% | +86.2% |
| All | +111.7% | -2.9% | +114.6% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling