+270.0%
INTC vs DAR
+364.6%
-94.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +18.0% | -0.2% | +18.1% | +18.1% |
| 30D | +8.9% | +7.4% | +1.5% | +6.2% |
| 3M | -1.6% | +15.7% | -17.2% | -6.9% |
| 6M | +133.1% | +30.0% | +103.1% | +110.9% |
| YTD | +187.9% | +87.5% | +100.4% | +129.8% |
| 1Y | +334.7% | +113.4% | +221.3% | +228.9% |
| 3Y | +184.2% | +15.3% | +168.9% | +155.9% |
| 5Y | +116.0% | -4.3% | +120.3% | +98.9% |
| 10Y | +270.0% | +380.2% | -110.2% | +78.1% |
| All | +270.0% | +364.6% | -94.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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