+65.0%
INTC vs Z
-59.6%
+124.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.8% |
| 7D | +7.3% | -13.1% | +20.3% | +4.9% |
| 30D | -38.3% | +5.9% | -44.2% | -37.3% |
| 3M | -36.0% | -13.7% | -22.4% | -36.5% |
| 6M | -51.7% | -27.1% | -24.6% | -50.8% |
| YTD | +69.4% | -56.8% | +126.2% | +72.6% |
| 1Y | +65.0% | -60.2% | +125.2% | +71.7% |
| All | +65.0% | -59.6% | +124.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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