+7,926.5%
INTC vs ROP
+25,523.2%
-17,596.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.6% | +8.1% | +5.6% |
| 7D | +7.1% | -4.4% | +11.5% | +8.5% |
| 30D | -5.2% | +3.2% | -8.4% | -6.4% |
| 3M | -14.3% | +23.1% | -37.4% | -21.1% |
| 6M | +110.2% | +13.3% | +96.9% | +97.1% |
| YTD | +159.6% | -7.9% | +167.5% | +158.5% |
| 1Y | +289.3% | -22.1% | +311.3% | +308.3% |
| 3Y | +166.1% | -16.8% | +182.9% | +175.3% |
| 5Y | +94.4% | -13.5% | +107.9% | +98.7% |
| 10Y | +227.7% | +137.7% | +90.0% | +147.6% |
| All | +7,926.5% | +25,523.2% | -17,596.7% | +3,021.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling