+289.3%
INTC vs DVA
+35.1%
+254.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.5% |
| 7D | +7.1% | +1.8% | +5.2% | +7.1% |
| 30D | -5.2% | -2.5% | -2.7% | -5.2% |
| 3M | -14.3% | -4.3% | -10.0% | -15.0% |
| 6M | +110.2% | +18.9% | +91.3% | +108.3% |
| YTD | +159.6% | +61.9% | +97.7% | +154.8% |
| 1Y | +289.3% | +35.7% | +253.5% | +306.8% |
| All | +289.3% | +35.1% | +254.1% | +306.8% |
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