-52.7%
INTU vs DD
+33.7%
-86.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -2.0% |
| 7D | -8.5% | -3.8% | -4.7% | -9.1% |
| 30D | -6.1% | -9.2% | +3.1% | -7.8% |
| 3M | +7.3% | -9.0% | +16.3% | +5.7% |
| 6M | -33.2% | -5.0% | -28.3% | -33.9% |
| YTD | -52.2% | +7.4% | -59.6% | -54.2% |
| 1Y | -52.7% | +35.1% | -87.8% | -56.6% |
| All | -52.7% | +33.7% | -86.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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