+9,863.9%
INTC vs DD
+1,155.7%
+8,708.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.9% |
| 7D | +7.3% | +3.2% | +4.0% | +6.0% |
| 30D | -38.3% | +20.3% | -58.6% | -42.9% |
| 3M | -36.0% | +8.2% | -44.2% | -38.2% |
| 6M | -51.7% | +3.4% | -55.1% | -52.4% |
| YTD | +69.4% | +30.6% | +38.7% | +52.3% |
| 1Y | +65.0% | +30.6% | +34.3% | +48.3% |
| 3Y | +63.0% | +91.1% | -28.1% | +25.5% |
| 5Y | +33.4% | +68.6% | -35.2% | +6.9% |
| 10Y | +121.2% | +99.9% | +21.3% | +55.9% |
| All | +9,863.9% | +1,155.7% | +8,708.2% | +2,633.5% |
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