+171.2%
INTC vs RSG
+57.7%
+113.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.9% |
| 7D | +7.5% | 0.0% | +7.4% | +7.4% |
| 30D | +2.0% | +4.0% | -2.0% | +3.5% |
| 3M | -12.0% | +7.4% | -19.4% | -9.7% |
| 6M | +114.5% | +0.1% | +114.4% | +121.9% |
| YTD | +179.0% | +6.0% | +173.0% | +184.8% |
| 1Y | +318.3% | -3.0% | +321.3% | +338.2% |
| 3Y | +171.2% | +56.5% | +114.7% | +193.3% |
| All | +171.2% | +57.7% | +113.5% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling