+787.4%
INTC vs XRT
+514.3%
+273.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +3.9% |
| 7D | +7.1% | +0.8% | +6.3% | +6.6% |
| 30D | -5.2% | -4.2% | -1.0% | -2.8% |
| 3M | -14.3% | +5.1% | -19.4% | -17.4% |
| 6M | +110.2% | +2.4% | +107.8% | +106.3% |
| YTD | +159.6% | +3.2% | +156.4% | +153.9% |
| 1Y | +289.3% | +1.5% | +287.8% | +284.6% |
| 3Y | +166.1% | +40.6% | +125.5% | +114.6% |
| 5Y | +94.4% | -1.0% | +95.4% | +89.7% |
| 10Y | +227.7% | +128.4% | +99.3% | +70.2% |
| All | +787.4% | +514.3% | +273.1% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling