+162.6%
INTC vs Z
+10.9%
+151.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.8% | +1.7% | +4.8% |
| 7D | -1.0% | -5.2% | +4.2% | -0.1% |
| 30D | -43.3% | +5.7% | -49.0% | -44.3% |
| 3M | -41.6% | -8.7% | -32.8% | -41.4% |
| 6M | -52.5% | -26.0% | -26.5% | -50.7% |
| YTD | +60.9% | -55.0% | +115.9% | +82.9% |
| 1Y | +55.7% | -58.0% | +113.7% | +79.4% |
| 3Y | +59.2% | -15.2% | +74.3% | +52.9% |
| 5Y | +25.0% | -53.8% | +78.8% | +29.7% |
| 10Y | +109.3% | -14.5% | +123.8% | +71.7% |
| All | +162.6% | +10.9% | +151.7% | +104.0% |
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