+179.4%
INTC vs DLR
+57.6%
+121.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.5% | +8.8% |
| 7D | +17.4% | +3.4% | +14.0% | +15.8% |
| 30D | +2.8% | -2.2% | +5.0% | +3.9% |
| 3M | -5.3% | +4.7% | -10.0% | -7.7% |
| 6M | +140.6% | +9.0% | +131.6% | +130.6% |
| YTD | +183.1% | +24.1% | +159.0% | +156.3% |
| 1Y | +326.8% | +20.9% | +305.8% | +288.9% |
| 3Y | +179.4% | +60.0% | +119.4% | +120.8% |
| All | +179.4% | +57.6% | +121.9% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling