+179.9%
INTC vs ROST
+93.3%
+86.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | +18.0% | -2.2% | +20.2% | +19.1% |
| 30D | +8.9% | -11.4% | +20.4% | +14.7% |
| 3M | -1.6% | -1.6% | +0.1% | -2.0% |
| 6M | +133.1% | +6.8% | +126.3% | +121.5% |
| YTD | +187.9% | +25.8% | +162.1% | +151.7% |
| 1Y | +334.7% | +52.4% | +282.3% | +244.0% |
| All | +179.9% | +93.3% | +86.6% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling