+111.7%
INTC vs DRI
+70.3%
+41.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.8% | +10.9% | +9.7% |
| 7D | +17.4% | -1.2% | +18.6% | +17.8% |
| 30D | +2.8% | -0.4% | +3.2% | +2.6% |
| 3M | -5.3% | +9.5% | -14.8% | -9.1% |
| 6M | +140.6% | +6.5% | +134.1% | +132.4% |
| YTD | +183.1% | +18.4% | +164.7% | +160.3% |
| 1Y | +326.8% | +4.2% | +322.5% | +310.1% |
| 3Y | +179.4% | +57.1% | +122.4% | +116.5% |
| 5Y | +111.7% | +70.4% | +41.3% | +52.0% |
| All | +111.7% | +70.3% | +41.4% | +52.0% |
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