+66.1%
INTC vs DD
+27.9%
+38.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | +6.0% | +5.0% | +1.1% | +1.8% |
| 30D | -39.2% | +19.7% | -58.9% | -47.6% |
| 3M | -42.9% | +7.2% | -50.1% | -45.9% |
| 6M | -50.4% | +1.0% | -51.4% | -50.6% |
| YTD | +61.7% | +29.1% | +32.6% | +35.2% |
| 1Y | +66.1% | +28.5% | +37.7% | +39.0% |
| All | +66.1% | +27.9% | +38.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling