+10.6%
INTC vs DOC
-22.1%
+32.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.2% | -10.1% | -10.2% |
| 7D | -43.2% | +6.2% | -49.5% | -44.6% |
| 30D | -53.6% | +6.5% | -60.0% | -54.8% |
| 3M | -48.3% | -6.2% | -42.1% | -47.2% |
| 6M | -51.7% | +25.6% | -77.3% | -57.0% |
| YTD | +41.6% | +32.1% | +9.5% | +22.1% |
| 1Y | +36.1% | +20.3% | +15.8% | +22.6% |
| 3Y | +39.3% | +42.7% | -3.5% | +14.0% |
| 5Y | +10.6% | -22.2% | +32.8% | +25.2% |
| All | +10.6% | -22.1% | +32.7% | +25.2% |
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