+105.7%
INTC vs ROP
+181.1%
-75.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -4.0% | +0.2% | -4.2% | -4.3% |
| 30D | -44.5% | +30.3% | -74.8% | -51.7% |
| 3M | -40.4% | +17.8% | -58.2% | -46.0% |
| 6M | -53.5% | +38.9% | -92.4% | -62.6% |
| YTD | +57.5% | +7.6% | +49.9% | +45.4% |
| 1Y | +51.2% | +6.5% | +44.7% | +40.4% |
| 3Y | +51.6% | -6.3% | +57.9% | +53.8% |
| 5Y | +23.5% | +0.9% | +22.5% | +18.0% |
| All | +105.7% | +181.1% | -75.4% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling