+252.1%
INTC vs DLR
+177.5%
+74.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.9% |
| 7D | +7.5% | +0.1% | +7.4% | +7.5% |
| 30D | +2.0% | -4.3% | +6.3% | +3.9% |
| 3M | -12.0% | +3.8% | -15.8% | -13.8% |
| 6M | +114.5% | +5.8% | +108.7% | +108.8% |
| YTD | +179.0% | +23.5% | +155.4% | +155.5% |
| 1Y | +318.3% | +11.1% | +307.2% | +298.6% |
| 3Y | +171.2% | +57.9% | +113.3% | +121.9% |
| 5Y | +107.6% | +44.0% | +63.6% | +71.2% |
| All | +252.1% | +177.5% | +74.7% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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