-50.4%
INTC vs UL
+18.1%
-68.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -1.0% |
| 7D | +6.0% | +1.1% | +4.9% | +7.8% |
| 30D | -39.2% | +4.5% | -43.7% | -33.9% |
| 3M | -42.9% | +6.5% | -49.4% | -36.2% |
| 6M | -50.4% | +18.2% | -68.6% | -35.3% |
| All | -50.4% | +18.1% | -68.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 6mo: compounded portfolio wealth divided by compounded UL 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…
6mo analysis · Full analysis span regression · 6 months rolling