+24.9%
INTC vs DOC
-22.8%
+47.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -4.9% |
| 7D | -39.0% | +8.7% | -47.7% | -41.0% |
| 30D | -49.8% | +7.6% | -57.5% | -51.5% |
| 3M | -42.2% | -5.3% | -37.0% | -41.3% |
| 6M | -39.2% | +27.6% | -66.8% | -46.2% |
| YTD | +57.9% | +32.4% | +25.5% | +36.0% |
| 1Y | +57.4% | +22.9% | +34.5% | +40.3% |
| 3Y | +55.3% | +43.1% | +12.2% | +27.0% |
| 5Y | +24.9% | -21.4% | +46.3% | +40.6% |
| All | +24.9% | -22.8% | +47.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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