+111.7%
INTC vs ROP
-14.2%
+125.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.9% | +11.9% | +9.9% |
| 7D | +17.4% | -5.4% | +22.8% | +19.2% |
| 30D | +2.8% | -1.6% | +4.4% | +2.9% |
| 3M | -5.3% | +18.8% | -24.1% | -13.5% |
| 6M | +140.6% | +8.2% | +132.4% | +128.4% |
| YTD | +183.1% | -10.5% | +193.6% | +201.0% |
| 1Y | +326.8% | -23.7% | +350.5% | +407.4% |
| 3Y | +179.4% | -17.9% | +197.3% | +216.7% |
| 5Y | +111.7% | -15.3% | +127.1% | +119.7% |
| All | +111.7% | -14.2% | +125.9% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling