+116.0%
INTC vs DD
+59.3%
+56.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +3.4% |
| 7D | +18.0% | -3.8% | +21.7% | +21.0% |
| 30D | +8.9% | -9.2% | +18.2% | +16.2% |
| 3M | -1.6% | -9.0% | +7.4% | +5.0% |
| 6M | +133.1% | -5.0% | +138.0% | +143.3% |
| YTD | +187.9% | +7.4% | +180.5% | +176.7% |
| 1Y | +334.7% | +35.1% | +299.6% | +256.8% |
| 3Y | +184.2% | +43.2% | +141.0% | +123.3% |
| 5Y | +116.0% | +59.6% | +56.4% | +55.4% |
| All | +116.0% | +59.3% | +56.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling