-43.2%
INTU vs DE
+98.5%
-141.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +10.1% | +3.6% | +6.5% | +9.3% |
| 3M | -4.2% | +10.2% | -14.4% | -6.3% |
| 6M | -7.2% | +16.6% | -23.8% | -10.8% |
| YTD | -47.7% | +45.8% | -93.5% | -53.9% |
| 1Y | -46.7% | +43.9% | -90.6% | -52.9% |
| 3Y | -34.1% | +89.6% | -123.7% | -48.4% |
| All | -43.2% | +98.5% | -141.7% | -56.4% |
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