+65.0%
INTC vs XRT
+15.4%
+49.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +7.3% | -1.4% | +8.7% | +7.9% |
| 30D | -38.3% | +9.8% | -48.1% | -40.9% |
| 3M | -36.0% | +3.3% | -39.3% | -36.5% |
| 6M | -51.7% | +13.6% | -65.3% | -56.5% |
| YTD | +69.4% | +9.1% | +60.3% | +56.3% |
| 1Y | +65.0% | +15.1% | +49.9% | +47.5% |
| All | +65.0% | +15.4% | +49.6% | +47.5% |
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