+25.7%
INTC vs U
-31.3%
+57.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.5% | +2.2% | +6.8% |
| 7D | -14.4% | +36.6% | -51.0% | -19.2% |
| 30D | -50.2% | +13.3% | -63.6% | -51.4% |
| 3M | -43.6% | +26.2% | -69.8% | -46.0% |
| 6M | -50.2% | +88.7% | -138.9% | -55.7% |
| YTD | +52.5% | +16.6% | +35.9% | +43.2% |
| 1Y | +51.1% | +29.0% | +22.2% | +39.3% |
| 3Y | +50.3% | +99.5% | -49.2% | +21.2% |
| 5Y | +19.2% | -66.1% | +85.3% | +8.7% |
| All | +25.7% | -31.3% | +57.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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