+111.7%
INTC vs RVTY
-32.1%
+143.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.4% | +11.5% | +10.1% |
| 7D | +17.4% | +0.4% | +17.0% | +17.1% |
| 30D | +2.8% | +10.8% | -8.1% | -1.9% |
| 3M | -5.3% | +26.8% | -32.0% | -15.6% |
| 6M | +140.6% | +39.3% | +101.3% | +104.6% |
| YTD | +183.1% | +31.6% | +151.5% | +146.2% |
| 1Y | +326.8% | +47.7% | +279.1% | +251.4% |
| 3Y | +179.4% | +19.9% | +159.5% | +144.5% |
| 5Y | +111.7% | -32.3% | +144.1% | +117.2% |
| All | +111.7% | -32.1% | +143.8% | +117.2% |
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