+150.4%
INTC vs DBX
+16.6%
+133.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.9% | +12.0% | +9.9% |
| 7D | +17.4% | -1.3% | +18.7% | +17.7% |
| 30D | +2.8% | -2.9% | +5.6% | +3.4% |
| 3M | -5.3% | +23.8% | -29.1% | -12.7% |
| 6M | +140.6% | +26.2% | +114.4% | +118.0% |
| YTD | +183.1% | +21.6% | +161.5% | +158.6% |
| 1Y | +326.8% | +11.4% | +315.3% | +299.9% |
| 3Y | +179.4% | +21.3% | +158.2% | +148.8% |
| 5Y | +111.7% | +6.7% | +105.1% | +91.0% |
| All | +150.4% | +16.6% | +133.8% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling