-49.3%
INTC vs DT
+12.3%
-61.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | +17.1% | +2.7% | +14.4% | +16.8% |
| 30D | -40.5% | -30.4% | -10.1% | -39.9% |
| 3M | -39.4% | -9.4% | -30.0% | -35.2% |
| 6M | -49.3% | +14.5% | -63.8% | -42.0% |
| All | -49.3% | +12.3% | -61.5% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling