+129.2%
INTC vs DVA
+20.0%
+109.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.1% | +11.2% | +9.1% |
| 7D | +17.4% | +2.2% | +15.2% | +17.3% |
| 30D | +2.8% | -2.0% | +4.8% | +2.8% |
| 3M | -5.3% | -6.3% | +1.0% | -6.7% |
| All | +129.2% | +20.0% | +109.2% | +125.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling