+15,172.7%
INTC vs DD
+961.9%
+14,210.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.2% | +4.4% |
| 7D | +7.1% | -3.5% | +10.6% | +8.7% |
| 30D | -5.2% | -10.3% | +5.1% | -0.8% |
| 3M | -14.3% | -7.5% | -6.8% | -11.2% |
| 6M | +110.2% | -8.0% | +118.2% | +119.2% |
| YTD | +159.6% | +10.5% | +149.2% | +150.7% |
| 1Y | +289.3% | +38.3% | +251.0% | +241.1% |
| 3Y | +166.1% | +42.5% | +123.6% | +130.6% |
| 5Y | +94.4% | +60.2% | +34.2% | +59.6% |
| 10Y | +227.7% | +68.9% | +158.8% | +148.0% |
| All | +15,172.7% | +961.9% | +14,210.8% | +4,399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling