+243.2%
INTC vs DG
+99.2%
+144.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.4% |
| 7D | +9.4% | -6.3% | +15.7% | +10.6% |
| 30D | +2.7% | +2.4% | +0.2% | +2.1% |
| 3M | -6.3% | +12.4% | -18.7% | -8.8% |
| 6M | +114.5% | -14.9% | +129.4% | +119.1% |
| YTD | +171.9% | -6.1% | +177.9% | +171.5% |
| 1Y | +305.0% | +17.9% | +287.1% | +283.1% |
| 3Y | +168.3% | +3.1% | +165.2% | +148.1% |
| 5Y | +102.3% | -38.7% | +141.0% | +120.4% |
| All | +243.2% | +99.2% | +144.0% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling