+109.3%
INTC vs D
+42.1%
+67.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | -43.3% | +10.7% | -54.0% | -45.4% |
| 3M | -41.6% | +2.3% | -43.9% | -42.4% |
| 6M | -52.5% | +12.5% | -65.0% | -54.8% |
| YTD | +60.9% | +20.1% | +40.8% | +48.9% |
| 1Y | +55.7% | +15.6% | +40.2% | +45.8% |
| 3Y | +59.2% | +75.2% | -16.0% | +24.6% |
| 5Y | +25.0% | +14.6% | +10.4% | +15.4% |
| 10Y | +109.3% | +43.8% | +65.5% | +79.3% |
| All | +109.3% | +42.1% | +67.1% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling