+10.6%
INTC vs USB
+22.2%
-11.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -2.1% | -8.2% | -9.4% |
| 7D | -43.2% | -1.5% | -41.8% | -42.7% |
| 30D | -53.6% | +4.3% | -57.8% | -54.4% |
| 3M | -48.3% | -6.1% | -42.2% | -46.9% |
| 6M | -51.7% | +9.4% | -61.1% | -54.0% |
| YTD | +41.6% | +15.2% | +26.4% | +31.2% |
| 1Y | +36.1% | +32.8% | +3.4% | +17.8% |
| 3Y | +39.3% | +91.3% | -52.0% | +4.1% |
| 5Y | +10.6% | +22.7% | -12.0% | -0.4% |
| All | +10.6% | +22.2% | -11.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling