-42.2%
INTU vs DD
+58.5%
-100.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.1% |
| 7D | +0.1% | +4.6% | -4.5% | -1.7% |
| 30D | +15.4% | +11.8% | +3.6% | +10.7% |
| 3M | +6.6% | +2.2% | +4.4% | +5.3% |
| 6M | -11.3% | -1.6% | -9.7% | -11.8% |
| YTD | -47.7% | +23.0% | -70.7% | -53.9% |
| 1Y | -47.0% | +26.9% | -74.0% | -54.0% |
| 3Y | -29.9% | +77.9% | -107.8% | -52.4% |
| All | -42.2% | +58.5% | -100.7% | -59.3% |
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