+24.1%
INTC vs DRAM
+66.1%
-42.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.4% | -2.8% | +0.1% |
| 7D | +7.3% | -0.6% | +7.8% | +6.8% |
| 30D | -38.3% | -18.0% | -20.3% | -28.6% |
| 3M | -36.0% | -11.9% | -24.2% | -29.6% |
| 6M | -51.7% | -18.6% | -33.1% | -44.9% |
| All | +24.1% | +66.1% | -42.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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