+74.8%
INTC vs RVMD
+634.9%
-560.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.3% | +10.3% | +9.3% |
| 7D | +17.4% | -1.2% | +18.6% | +17.7% |
| 30D | +2.8% | +1.1% | +1.7% | +2.5% |
| 3M | -5.3% | +39.6% | -44.9% | -10.9% |
| 6M | +140.6% | +110.7% | +29.9% | +106.2% |
| YTD | +183.1% | +160.3% | +22.8% | +132.5% |
| 1Y | +326.8% | +404.9% | -78.2% | +209.4% |
| 3Y | +179.4% | +545.5% | -366.0% | +88.4% |
| 5Y | +111.7% | +584.7% | -472.9% | +32.0% |
| All | +74.8% | +634.9% | -560.2% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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