+179.4%
INTC vs DT
+3.8%
+175.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.1% | +12.2% | +9.8% |
| 7D | +17.4% | -4.9% | +22.3% | +18.7% |
| 30D | +2.8% | +2.7% | +0.1% | +1.8% |
| 3M | -5.3% | +20.0% | -25.2% | -10.4% |
| 6M | +140.6% | +28.0% | +112.6% | +119.5% |
| YTD | +183.1% | +16.0% | +167.1% | +167.6% |
| 1Y | +326.8% | +0.7% | +326.0% | +329.0% |
| 3Y | +179.4% | +6.2% | +173.3% | +164.9% |
| All | +179.4% | +3.8% | +175.6% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling