+102.3%
INTC vs DE
+97.0%
+5.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +9.4% | -2.4% | +11.8% | +10.2% |
| 30D | +2.7% | +9.7% | -7.0% | -0.8% |
| 3M | -6.3% | +21.4% | -27.6% | -12.4% |
| 6M | +114.5% | +15.0% | +99.4% | +102.9% |
| YTD | +171.9% | +46.4% | +125.5% | +134.0% |
| 1Y | +305.0% | +45.6% | +259.4% | +247.9% |
| 3Y | +168.3% | +76.8% | +91.6% | +112.3% |
| 5Y | +102.3% | +99.4% | +2.9% | +48.9% |
| All | +102.3% | +97.0% | +5.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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