+129.2%
INTC vs DE
+16.7%
+112.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.9% | +9.2% |
| 7D | +17.4% | +0.7% | +16.7% | +17.2% |
| 30D | +2.8% | +9.6% | -6.9% | +1.4% |
| 3M | -5.3% | +19.0% | -24.2% | -5.9% |
| All | +129.2% | +16.7% | +112.5% | +131.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling