+243.2%
INTC vs ROST
+308.3%
-65.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +9.4% | -2.5% | +11.9% | +10.5% |
| 30D | +2.7% | -10.3% | +13.0% | +6.8% |
| 3M | -6.3% | -2.6% | -3.7% | -6.1% |
| 6M | +114.5% | +6.5% | +107.9% | +107.1% |
| YTD | +171.9% | +25.9% | +145.9% | +145.8% |
| 1Y | +305.0% | +52.3% | +252.7% | +239.4% |
| 3Y | +168.3% | +94.6% | +73.8% | +103.2% |
| 5Y | +102.3% | +111.1% | -8.8% | +44.3% |
| All | +243.2% | +308.3% | -65.2% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling