+109.3%
INTC vs USB
+94.3%
+15.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -43.3% | +6.8% | -50.1% | -44.9% |
| 3M | -41.6% | -3.8% | -37.8% | -40.7% |
| 6M | -52.5% | +11.7% | -64.2% | -55.2% |
| YTD | +60.9% | +17.5% | +43.4% | +47.8% |
| 1Y | +55.7% | +33.8% | +21.9% | +34.5% |
| 3Y | +59.2% | +104.2% | -45.1% | +13.8% |
| 5Y | +25.0% | +26.4% | -1.4% | +7.6% |
| 10Y | +109.3% | +89.2% | +20.1% | +56.4% |
| All | +109.3% | +94.3% | +15.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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