+452.8%
INTC vs DIA
+1,122.5%
-669.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.7% |
| 7D | +6.0% | +2.1% | +3.9% | +3.4% |
| 30D | -39.2% | +1.5% | -40.7% | -40.0% |
| 3M | -42.9% | -2.4% | -40.5% | -41.0% |
| 6M | -50.4% | +6.0% | -56.4% | -53.6% |
| YTD | +61.7% | +10.1% | +51.6% | +45.3% |
| 1Y | +66.1% | +11.8% | +54.3% | +46.6% |
| 3Y | +58.1% | +59.7% | -1.6% | -6.9% |
| 5Y | +27.9% | +57.9% | -30.0% | -22.5% |
| 10Y | +111.1% | +236.2% | -125.1% | -48.8% |
| All | +452.8% | +1,122.5% | -669.7% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling