+103.2%
INTC vs DTE
+30.3%
+72.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | +7.5% | -2.6% | +10.0% | +8.3% |
| 30D | +2.0% | -4.4% | +6.4% | +3.4% |
| 3M | -12.0% | -8.3% | -3.6% | -10.1% |
| 6M | +114.5% | -8.1% | +122.6% | +117.8% |
| YTD | +179.0% | +4.4% | +174.5% | +168.1% |
| 1Y | +318.3% | +0.2% | +318.1% | +308.0% |
| 3Y | +171.2% | +42.6% | +128.6% | +127.7% |
| All | +103.2% | +30.3% | +72.9% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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