-32.5%
INTU vs D
+71.1%
-103.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -1.0% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | +11.7% | +10.7% | +1.0% | +11.9% |
| 3M | +4.5% | +2.3% | +2.2% | +4.2% |
| 6M | -13.9% | +12.5% | -26.4% | -13.8% |
| YTD | -48.2% | +20.1% | -68.3% | -48.2% |
| 1Y | -47.1% | +15.6% | -62.7% | -47.0% |
| 3Y | -32.5% | +75.2% | -107.7% | -36.0% |
| All | -32.5% | +71.1% | -103.6% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling