+243.2%
INTC vs DD
+67.0%
+176.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +9.4% | -2.9% | +12.3% | +11.2% |
| 30D | +2.7% | -11.5% | +14.2% | +9.6% |
| 3M | -6.3% | -5.4% | -0.9% | -3.2% |
| 6M | +114.5% | -6.9% | +121.4% | +124.7% |
| YTD | +171.9% | +6.9% | +165.0% | +164.4% |
| 1Y | +305.0% | +35.6% | +269.4% | +245.6% |
| 3Y | +168.3% | +42.5% | +125.8% | +122.7% |
| 5Y | +102.3% | +58.5% | +43.8% | +57.5% |
| All | +243.2% | +67.0% | +176.1% | +142.8% |
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