-51.7%
INTC vs D
+11.4%
-63.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.1% |
| 7D | +7.3% | -2.4% | +9.7% | +5.0% |
| 30D | -38.3% | +9.0% | -47.3% | -33.2% |
| 3M | -36.0% | +1.0% | -37.0% | -32.5% |
| 6M | -51.7% | +11.0% | -62.7% | -48.1% |
| All | -51.7% | +11.4% | -63.1% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling