+57.4%
INTC vs ROP
+10.4%
+46.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -0.2% |
| 7D | -39.0% | +11.7% | -50.7% | -31.5% |
| 30D | -49.8% | +35.5% | -85.3% | -33.8% |
| 3M | -42.2% | +25.6% | -67.9% | -27.5% |
| 6M | -39.2% | +39.3% | -78.4% | -14.7% |
| YTD | +57.9% | +11.6% | +46.3% | +110.2% |
| 1Y | +57.4% | +10.6% | +46.8% | +111.3% |
| All | +57.4% | +10.4% | +46.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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