+334.7%
INTC vs ROP
-24.5%
+359.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +0.7% |
| 7D | +18.0% | -6.1% | +24.1% | +12.9% |
| 30D | +8.9% | -3.4% | +12.3% | +6.8% |
| 3M | -1.6% | +16.7% | -18.2% | +11.1% |
| 6M | +133.1% | +8.1% | +125.0% | +157.8% |
| YTD | +187.9% | -11.7% | +199.6% | +194.0% |
| 1Y | +334.7% | -24.2% | +358.9% | +313.6% |
| All | +334.7% | -24.5% | +359.2% | +313.6% |
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