-41.7%
INTU vs DD
+61.7%
-103.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -7.5% | -0.6% | -6.9% | -7.4% |
| 30D | -1.9% | -7.4% | +5.5% | +0.6% |
| 3M | +4.9% | -6.4% | +11.3% | +6.8% |
| 6M | -33.2% | -2.5% | -30.7% | -34.0% |
| YTD | -51.4% | +10.2% | -61.6% | -55.1% |
| 1Y | -52.0% | +36.9% | -88.9% | -60.2% |
| 3Y | -40.7% | +47.0% | -87.7% | -54.9% |
| 5Y | -41.7% | +63.1% | -104.9% | -58.1% |
| All | -41.7% | +61.7% | -103.4% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling