+16,554.9%
INTC vs RRX
+3,925.9%
+12,629.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.5% | +8.5% | +8.8% |
| 7D | +17.4% | +4.3% | +13.1% | +15.6% |
| 30D | +2.8% | -8.0% | +10.8% | +6.1% |
| 3M | -5.3% | -22.0% | +16.8% | +4.0% |
| 6M | +140.6% | -11.9% | +152.5% | +152.6% |
| YTD | +183.1% | +17.1% | +166.0% | +166.1% |
| 1Y | +326.8% | +14.9% | +311.9% | +302.1% |
| 3Y | +179.4% | +6.9% | +172.6% | +161.6% |
| 5Y | +111.7% | +19.6% | +92.2% | +86.8% |
| 10Y | +253.8% | +215.9% | +37.9% | +114.1% |
| All | +16,554.9% | +3,925.9% | +12,629.0% | +4,700.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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