+243.2%
INTC vs DRI
+348.7%
-105.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | +9.4% | -4.8% | +14.3% | +10.9% |
| 30D | +2.7% | -5.2% | +7.9% | +4.0% |
| 3M | -6.3% | +2.7% | -9.0% | -7.5% |
| 6M | +114.5% | +3.6% | +110.8% | +110.3% |
| YTD | +171.9% | +15.4% | +156.5% | +157.4% |
| 1Y | +305.0% | +1.3% | +303.8% | +295.9% |
| 3Y | +168.3% | +53.1% | +115.2% | +129.8% |
| 5Y | +102.3% | +64.6% | +37.7% | +68.1% |
| All | +243.2% | +348.7% | -105.6% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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