+57.4%
INTC vs RSG
+19.5%
+37.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -1.9% |
| 7D | -39.0% | +5.1% | -44.1% | -31.7% |
| 30D | -49.8% | +15.3% | -65.2% | -34.1% |
| 3M | -42.2% | +18.6% | -60.8% | -20.1% |
| 6M | -39.2% | +19.5% | -58.7% | -12.4% |
| YTD | +57.9% | +17.2% | +40.7% | +123.9% |
| 1Y | +57.4% | +19.6% | +37.8% | +130.5% |
| All | +57.4% | +19.5% | +37.8% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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