+57.4%
INTC vs DVA
+62.2%
-4.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.5% | -3.4% |
| 7D | -39.0% | +4.7% | -43.7% | -38.7% |
| 30D | -49.8% | +7.8% | -57.6% | -49.4% |
| 3M | -42.2% | -15.5% | -26.7% | -42.1% |
| 6M | -39.2% | +25.0% | -64.2% | -38.9% |
| YTD | +57.9% | +69.6% | -11.7% | +57.4% |
| 1Y | +57.4% | +60.6% | -3.2% | +58.1% |
| All | +57.4% | +62.2% | -4.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling