+57.4%
INTC vs XRT
+18.0%
+39.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.5% | -9.3% | -5.6% |
| 7D | -39.0% | +8.0% | -47.1% | -40.9% |
| 30D | -49.8% | +13.0% | -62.9% | -52.8% |
| 3M | -42.2% | +1.7% | -43.9% | -41.7% |
| 6M | -39.2% | +12.6% | -51.7% | -44.6% |
| YTD | +57.9% | +10.7% | +47.3% | +44.4% |
| 1Y | +57.4% | +18.4% | +39.0% | +38.3% |
| All | +57.4% | +18.0% | +39.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling