+897.5%
INTC vs RSG
+2,013.0%
-1,115.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +18.0% | 0.0% | +18.0% | +18.0% |
| 30D | +8.9% | +3.7% | +5.3% | +7.6% |
| 3M | -1.6% | +6.2% | -7.7% | -4.4% |
| 6M | +133.1% | -2.8% | +135.9% | +131.0% |
| YTD | +187.9% | +5.9% | +182.0% | +177.0% |
| 1Y | +334.7% | -1.8% | +336.5% | +327.1% |
| 3Y | +184.2% | +57.5% | +126.7% | +137.1% |
| 5Y | +116.0% | +91.1% | +24.9% | +67.9% |
| 10Y | +270.0% | +428.1% | -158.1% | +110.8% |
| All | +897.5% | +2,013.0% | -1,115.5% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling