+31.2%
INTC vs DIA
+57.9%
-26.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.5% |
| 7D | +17.1% | +1.6% | +15.5% | +14.4% |
| 30D | -40.5% | +1.2% | -41.7% | -41.2% |
| 3M | -39.4% | -2.4% | -37.0% | -36.9% |
| 6M | -49.3% | +5.7% | -54.9% | -53.2% |
| YTD | +65.9% | +9.9% | +55.9% | +44.6% |
| 1Y | +61.5% | +9.8% | +51.7% | +41.3% |
| 3Y | +59.6% | +59.8% | -0.2% | -16.4% |
| 5Y | +31.2% | +57.7% | -26.5% | -29.7% |
| All | +31.2% | +57.9% | -26.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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