-51.7%
INTC vs ROP
+41.3%
-93.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +8.4% |
| 7D | +7.3% | -2.9% | +10.2% | +3.6% |
| 30D | -38.3% | +30.1% | -68.4% | -14.0% |
| 3M | -36.0% | +19.9% | -55.9% | -18.3% |
| 6M | -51.7% | +46.0% | -97.7% | -20.9% |
| All | -51.7% | +41.3% | -93.0% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling