+14,280.4%
INTU vs DE
+14,908.5%
-628.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -7.1% | +10.0% | -17.1% | -10.0% |
| 30D | +1.5% | +13.3% | -11.9% | -2.8% |
| 3M | +10.7% | +17.5% | -6.8% | +4.2% |
| 6M | -23.8% | +13.6% | -37.4% | -28.1% |
| YTD | -49.3% | +49.8% | -99.1% | -56.8% |
| 1Y | -49.7% | +47.9% | -97.5% | -57.0% |
| 3Y | -38.0% | +72.5% | -110.5% | -50.6% |
| 5Y | -38.7% | +90.2% | -129.0% | -53.7% |
| 10Y | +221.3% | +865.4% | -644.0% | +36.0% |
| All | +14,280.4% | +14,908.5% | -628.1% | +2,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling