+111.9%
INTC vs DD
+97.1%
+14.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | +6.0% | +5.0% | +1.1% | +3.2% |
| 30D | -39.2% | +19.7% | -58.9% | -44.9% |
| 3M | -42.9% | +7.2% | -50.1% | -45.1% |
| 6M | -50.4% | +1.0% | -51.4% | -50.7% |
| YTD | +61.7% | +29.1% | +32.6% | +41.7% |
| 1Y | +66.1% | +28.5% | +37.7% | +45.9% |
| 3Y | +58.1% | +89.4% | -31.3% | +13.5% |
| 5Y | +27.9% | +67.1% | -39.3% | -4.6% |
| All | +111.9% | +97.1% | +14.8% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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