+122.0%
INTC vs RVTY
+219.4%
-97.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.1% | +7.8% |
| 7D | +7.3% | -0.7% | +8.0% | +7.9% |
| 30D | -38.3% | +1.7% | -40.1% | -38.1% |
| 3M | -36.0% | +36.8% | -72.8% | -44.5% |
| 6M | -51.7% | +60.1% | -111.8% | -61.6% |
| YTD | +69.4% | +64.0% | +5.4% | +32.0% |
| 1Y | +65.0% | +68.2% | -3.2% | +26.6% |
| 3Y | +63.0% | +88.8% | -25.8% | +14.6% |
| 5Y | +33.4% | -10.5% | +43.9% | +31.5% |
| All | +122.0% | +219.4% | -97.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling