+2,020.6%
INTC vs DVA
+5,081.6%
-3,060.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.1% | +11.2% | +9.4% |
| 7D | +17.4% | +2.2% | +15.2% | +17.0% |
| 30D | +2.8% | -2.0% | +4.8% | +3.0% |
| 3M | -5.3% | -6.3% | +1.0% | -4.9% |
| 6M | +140.6% | +19.4% | +121.2% | +131.8% |
| YTD | +183.1% | +58.5% | +124.6% | +159.5% |
| 1Y | +326.8% | +33.9% | +292.9% | +301.1% |
| 3Y | +179.4% | +88.4% | +91.0% | +146.3% |
| 5Y | +111.7% | +39.5% | +72.2% | +91.1% |
| 10Y | +253.8% | +179.5% | +74.4% | +182.5% |
| All | +2,020.6% | +5,081.6% | -3,060.9% | +950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling