+646.5%
INTC vs DG
+606.1%
+40.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.2% |
| 7D | +7.1% | +8.4% | -1.3% | +5.6% |
| 30D | -5.2% | +4.9% | -10.1% | -6.0% |
| 3M | -14.3% | +29.3% | -43.6% | -18.5% |
| 6M | +110.2% | -11.3% | +121.4% | +113.3% |
| YTD | +159.6% | +1.8% | +157.9% | +156.0% |
| 1Y | +289.3% | +25.3% | +263.9% | +266.0% |
| 3Y | +166.1% | +9.1% | +157.0% | +146.1% |
| 5Y | +94.4% | -34.9% | +129.3% | +103.6% |
| 10Y | +227.7% | +108.2% | +119.5% | +163.9% |
| All | +646.5% | +606.1% | +40.4% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling