+323.7%
INTC vs Z
+25.1%
+298.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.1% | +6.6% | +4.9% |
| 7D | +7.1% | -3.0% | +10.1% | +7.7% |
| 30D | -5.2% | -4.2% | -1.0% | -4.7% |
| 3M | -14.3% | -3.7% | -10.6% | -14.7% |
| 6M | +110.2% | -24.5% | +134.7% | +119.0% |
| YTD | +159.6% | -49.3% | +208.9% | +191.6% |
| 1Y | +289.3% | -58.7% | +347.9% | +354.8% |
| 3Y | +166.1% | -34.1% | +200.2% | +172.4% |
| 5Y | +94.4% | -64.5% | +158.9% | +111.2% |
| 10Y | +227.7% | -0.5% | +228.2% | +164.2% |
| All | +323.7% | +25.1% | +298.6% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling