-31.9%
DIS vs INTU
-42.6%
+10.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.7% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +11.5% | +15.4% | -4.0% | +6.7% |
| 3M | +11.5% | +6.6% | +5.0% | +8.8% |
| 6M | +8.9% | -11.3% | +20.2% | +10.4% |
| YTD | +3.4% | -47.7% | +51.1% | +25.0% |
| 1Y | +7.2% | -47.0% | +54.2% | +28.7% |
| 3Y | +43.3% | -29.9% | +73.2% | +47.4% |
| All | -31.9% | -42.6% | +10.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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