+23.5%
INTC vs RVTY
-7.6%
+31.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -4.0% | -2.7% | -1.3% | -2.5% |
| 30D | -44.5% | +3.2% | -47.7% | -44.6% |
| 3M | -40.4% | +37.2% | -77.6% | -47.6% |
| 6M | -53.5% | +57.7% | -111.2% | -61.9% |
| YTD | +57.5% | +64.8% | -7.3% | +25.4% |
| 1Y | +51.2% | +72.8% | -21.7% | +17.5% |
| 3Y | +51.6% | +89.8% | -38.2% | +10.7% |
| 5Y | +23.5% | -8.4% | +31.9% | +17.8% |
| All | +23.5% | -7.6% | +31.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling