+146.7%
INTC vs DBX
+22.6%
+124.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.2% |
| 7D | +7.5% | +2.1% | +5.4% | +6.7% |
| 30D | +2.0% | +5.7% | -3.8% | 0.0% |
| 3M | -12.0% | +31.8% | -43.8% | -20.3% |
| 6M | +114.5% | +37.5% | +77.1% | +89.3% |
| YTD | +179.0% | +27.9% | +151.1% | +150.9% |
| 1Y | +318.3% | +15.0% | +303.2% | +288.7% |
| 3Y | +171.2% | +27.2% | +144.0% | +138.0% |
| 5Y | +107.6% | +12.8% | +94.8% | +84.2% |
| All | +146.7% | +22.6% | +124.1% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded DBX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling