-38.5%
INTU vs DD
+46.1%
-84.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.4% |
| 7D | -7.1% | -3.5% | -3.6% | -6.7% |
| 30D | +1.5% | -10.3% | +11.8% | +2.8% |
| 3M | +10.7% | -7.5% | +18.2% | +11.6% |
| 6M | -23.8% | -8.0% | -15.8% | -23.4% |
| YTD | -49.3% | +10.5% | -59.8% | -51.6% |
| 1Y | -49.7% | +38.3% | -87.9% | -55.0% |
| All | -38.5% | +46.1% | -84.6% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling