+33.9%
INTC vs DG
-32.7%
+66.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +7.3% | -3.0% | +10.2% | +7.2% |
| 30D | -38.3% | +8.6% | -46.9% | -38.3% |
| 3M | -36.0% | +15.0% | -51.1% | -36.2% |
| 6M | -51.7% | +32.7% | -84.4% | -52.3% |
| YTD | +69.4% | +5.5% | +63.9% | +69.0% |
| 1Y | +65.0% | +34.6% | +30.4% | +61.7% |
| 3Y | +63.0% | +24.2% | +38.7% | +56.3% |
| All | +33.9% | -32.7% | +66.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling