+15,172.7%
INTC vs ROST
+70,186.3%
-55,013.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +7.1% | +0.9% | +6.1% | +6.8% |
| 30D | -5.2% | -8.9% | +3.7% | -3.2% |
| 3M | -14.3% | -0.8% | -13.5% | -14.5% |
| 6M | +110.2% | +8.5% | +101.7% | +105.2% |
| YTD | +159.6% | +28.6% | +131.0% | +143.3% |
| 1Y | +289.3% | +52.3% | +236.9% | +250.2% |
| 3Y | +166.1% | +94.8% | +71.2% | +125.2% |
| 5Y | +94.4% | +110.8% | -16.4% | +59.0% |
| 10Y | +227.7% | +304.5% | -76.8% | +127.1% |
| All | +15,172.7% | +70,186.3% | -55,013.6% | +4,012.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling