-40.0%
INTU vs DASH
-12.0%
-28.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +2.7% |
| 7D | +7.1% | +0.5% | +6.6% | +6.6% |
| 30D | +23.0% | -7.1% | +30.1% | +25.4% |
| 3M | +8.7% | -13.2% | +21.9% | +13.2% |
| 6M | -10.1% | +8.3% | -18.4% | -13.6% |
| YTD | -45.7% | -20.6% | -25.1% | -42.4% |
| 1Y | -45.1% | -24.4% | -20.7% | -41.4% |
| 3Y | -26.9% | +94.5% | -121.4% | -45.4% |
| 5Y | -40.0% | -9.4% | -30.5% | -57.8% |
| All | -40.0% | -12.0% | -28.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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