-47.5%
INTU vs D
+16.2%
-63.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.1% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | +11.7% | +10.7% | +1.0% | +14.8% |
| 3M | +4.5% | +2.3% | +2.2% | +3.5% |
| 6M | -13.9% | +12.5% | -26.4% | -10.3% |
| YTD | -48.2% | +20.1% | -68.3% | -42.0% |
| All | -47.5% | +16.2% | -63.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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