+116.0%
INTC vs DLR
+40.9%
+75.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +18.0% | +2.9% | +15.1% | +16.6% |
| 30D | +8.9% | -1.2% | +10.1% | +9.6% |
| 3M | -1.6% | +2.9% | -4.5% | -3.4% |
| 6M | +133.1% | +6.7% | +126.4% | +125.4% |
| YTD | +187.9% | +23.9% | +164.0% | +161.1% |
| 1Y | +334.7% | +18.6% | +316.1% | +300.2% |
| 3Y | +184.2% | +59.7% | +124.5% | +126.3% |
| 5Y | +116.0% | +42.1% | +74.0% | +68.1% |
| All | +116.0% | +40.9% | +75.1% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling