+116.0%
INTC vs DT
-28.0%
+144.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +18.0% | -0.5% | +18.5% | +18.0% |
| 30D | +8.9% | +0.1% | +8.9% | +8.6% |
| 3M | -1.6% | +24.1% | -25.7% | -8.1% |
| 6M | +133.1% | +30.1% | +103.0% | +111.5% |
| YTD | +187.9% | +16.8% | +171.2% | +168.6% |
| 1Y | +334.7% | -0.1% | +334.8% | +326.2% |
| 3Y | +184.2% | +6.8% | +177.3% | +170.1% |
| 5Y | +116.0% | -28.4% | +144.4% | +101.3% |
| All | +116.0% | -28.0% | +144.0% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling