+236.7%
INTU vs DE
+762.0%
-525.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +10.1% | +3.6% | +6.5% | +8.8% |
| 3M | -4.2% | +10.2% | -14.4% | -7.6% |
| 6M | -7.2% | +16.6% | -23.8% | -12.7% |
| YTD | -47.7% | +45.8% | -93.5% | -55.7% |
| 1Y | -46.7% | +43.9% | -90.6% | -54.6% |
| 3Y | -34.1% | +89.6% | -123.7% | -50.8% |
| 5Y | -43.3% | +100.3% | -143.6% | -59.7% |
| All | +236.7% | +762.0% | -525.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling