+289.3%
INTC vs ROST
+54.0%
+235.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +7.1% | +0.9% | +6.1% | +6.7% |
| 30D | -5.2% | -8.9% | +3.7% | -2.0% |
| 3M | -14.3% | -0.8% | -13.5% | -14.8% |
| 6M | +110.2% | +8.5% | +101.7% | +97.4% |
| YTD | +159.6% | +28.6% | +131.0% | +123.5% |
| 1Y | +289.3% | +52.3% | +236.9% | +205.6% |
| All | +289.3% | +54.0% | +235.3% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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