-41.5%
INTU vs DE
+75.0%
-116.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -8.5% | -3.0% | -5.4% | -8.3% |
| 30D | -6.1% | +11.1% | -17.3% | -6.8% |
| 3M | +7.3% | +17.6% | -10.3% | +5.8% |
| 6M | -33.2% | +13.6% | -46.8% | -34.0% |
| YTD | -52.2% | +46.3% | -98.4% | -55.9% |
| 1Y | -52.7% | +44.2% | -96.9% | -56.3% |
| All | -41.5% | +75.0% | -116.5% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling