+122.1%
INTC vs DT
+103.5%
+18.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.9% |
| 7D | +7.1% | -3.3% | +10.4% | +8.0% |
| 30D | -5.2% | +2.0% | -7.2% | -6.0% |
| 3M | -14.3% | +20.0% | -34.3% | -19.1% |
| 6M | +110.2% | +39.3% | +70.9% | +87.1% |
| YTD | +159.6% | +19.8% | +139.9% | +140.3% |
| 1Y | +289.3% | +4.3% | +285.0% | +275.0% |
| 3Y | +166.1% | +7.7% | +158.4% | +151.5% |
| 5Y | +94.4% | -26.8% | +121.2% | +93.4% |
| All | +122.1% | +103.5% | +18.6% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling