+157.1%
INTC vs Z
+4.8%
+152.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.1% |
| 7D | -4.0% | -6.5% | +2.5% | -2.9% |
| 30D | -44.5% | -0.1% | -44.4% | -44.9% |
| 3M | -40.4% | -14.1% | -26.3% | -39.5% |
| 6M | -53.5% | -30.1% | -23.4% | -51.2% |
| YTD | +57.5% | -57.5% | +115.1% | +81.0% |
| 1Y | +51.2% | -60.3% | +111.5% | +76.0% |
| 3Y | +51.6% | -21.0% | +72.6% | +47.6% |
| 5Y | +23.5% | -54.9% | +78.4% | +28.7% |
| 10Y | +106.4% | -16.0% | +122.4% | +70.2% |
| All | +157.1% | +4.8% | +152.3% | +101.8% |
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