+57.4%
INTC vs ROST
+54.7%
+2.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.1% | -9.9% | -5.5% |
| 7D | -39.0% | +7.8% | -46.8% | -40.2% |
| 30D | -49.8% | +8.6% | -58.4% | -51.1% |
| 3M | -42.2% | -1.9% | -40.3% | -41.9% |
| 6M | -39.2% | +9.1% | -48.3% | -41.5% |
| YTD | +57.9% | +37.2% | +20.7% | +35.3% |
| 1Y | +57.4% | +52.7% | +4.6% | +31.2% |
| All | +57.4% | +54.7% | +2.7% | +31.2% |
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