+25.0%
INTC vs DRI
+76.5%
-51.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.0% |
| 7D | -1.0% | +3.1% | -4.1% | -2.0% |
| 30D | -43.3% | +16.2% | -59.5% | -46.1% |
| 3M | -41.6% | +8.4% | -50.0% | -43.5% |
| 6M | -52.5% | +19.0% | -71.5% | -55.9% |
| YTD | +60.9% | +28.8% | +32.1% | +43.1% |
| 1Y | +55.7% | +33.1% | +22.6% | +36.1% |
| 3Y | +59.2% | +70.8% | -11.6% | +18.6% |
| 5Y | +25.0% | +74.2% | -49.2% | -11.2% |
| All | +25.0% | +76.5% | -51.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling