-42.6%
INTU vs DE
+96.1%
-138.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -8.5% | -3.0% | -5.4% | -7.9% |
| 30D | -6.1% | +11.1% | -17.3% | -8.2% |
| 3M | +7.3% | +17.6% | -10.3% | +3.2% |
| 6M | -33.2% | +13.6% | -46.8% | -35.5% |
| YTD | -52.2% | +46.3% | -98.4% | -57.7% |
| 1Y | -52.7% | +44.2% | -96.9% | -58.0% |
| 3Y | -41.6% | +76.6% | -118.2% | -52.6% |
| 5Y | -42.6% | +98.2% | -140.9% | -54.9% |
| All | -42.6% | +96.1% | -138.7% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling