+102.3%
INTC vs DVA
+40.8%
+61.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.5% |
| 7D | +9.4% | -0.2% | +9.6% | +9.4% |
| 30D | +2.7% | +1.7% | +1.0% | +2.5% |
| 3M | -6.3% | -8.7% | +2.4% | -6.0% |
| 6M | +114.5% | +19.7% | +94.8% | +107.6% |
| YTD | +171.9% | +59.6% | +112.3% | +152.3% |
| 1Y | +305.0% | +37.1% | +267.9% | +283.8% |
| 3Y | +168.3% | +89.8% | +78.6% | +148.1% |
| 5Y | +102.3% | +47.4% | +54.9% | +93.8% |
| All | +102.3% | +40.8% | +61.4% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling