+106.4%
INTC vs DAR
+269.9%
-163.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -4.0% | -3.8% | -0.2% | -2.6% |
| 30D | -44.5% | -14.4% | -30.1% | -41.4% |
| 3M | -40.4% | -17.9% | -22.5% | -36.5% |
| 6M | -53.5% | -18.3% | -35.2% | -50.6% |
| YTD | +57.5% | +43.2% | +14.3% | +37.4% |
| 1Y | +51.2% | +57.7% | -6.5% | +27.2% |
| 3Y | +51.6% | +22.7% | +28.9% | +33.0% |
| 5Y | +23.5% | -34.0% | +57.5% | +29.9% |
| 10Y | +106.4% | +279.5% | -173.1% | +8.7% |
| All | +106.4% | +269.9% | -163.6% | +8.7% |
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