+138.7%
INTC vs DT
+100.3%
+38.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +7.5% | -1.6% | +9.1% | +7.8% |
| 30D | +2.0% | +3.0% | -1.1% | +0.9% |
| 3M | -12.0% | +26.5% | -38.5% | -18.3% |
| 6M | +114.5% | +35.9% | +78.6% | +92.3% |
| YTD | +179.0% | +17.8% | +161.1% | +159.0% |
| 1Y | +318.3% | +4.1% | +314.2% | +303.0% |
| 3Y | +171.2% | +5.3% | +165.9% | +157.7% |
| 5Y | +107.6% | -27.2% | +134.8% | +106.5% |
| All | +138.7% | +100.3% | +38.4% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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