+111.9%
INTC vs DLR
+188.2%
-76.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.7% |
| 7D | +6.0% | +3.3% | +2.7% | +4.6% |
| 30D | -39.2% | +4.6% | -43.8% | -40.1% |
| 3M | -42.9% | -8.3% | -34.7% | -40.5% |
| 6M | -50.4% | -5.6% | -44.8% | -49.2% |
| YTD | +61.7% | +18.7% | +43.0% | +51.2% |
| 1Y | +66.1% | +17.1% | +49.0% | +56.2% |
| 3Y | +58.1% | +54.4% | +3.8% | +31.2% |
| 5Y | +27.9% | +36.5% | -8.6% | +8.3% |
| All | +111.9% | +188.2% | -76.2% | +36.7% |
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