+305.0%
INTC vs DT
+1.8%
+303.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.5% |
| 7D | +9.4% | -2.5% | +12.0% | +9.4% |
| 30D | +2.7% | +3.5% | -0.9% | +2.8% |
| 3M | -6.3% | +26.7% | -33.0% | -6.0% |
| 6M | +114.5% | +36.1% | +78.3% | +112.0% |
| YTD | +171.9% | +18.6% | +153.2% | +182.9% |
| 1Y | +305.0% | +7.9% | +297.1% | +339.4% |
| All | +305.0% | +1.8% | +303.2% | +339.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling