+19.6%
INTU vs DFNS
-100.0%
+119.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.0% |
| 7D | -3.9% | -42.8% | +38.9% | -3.9% |
| 30D | +11.7% | -67.6% | +79.3% | +11.9% |
| 3M | +4.5% | -94.9% | +99.3% | +4.9% |
| 6M | -13.9% | -96.7% | +82.9% | -14.0% |
| YTD | -48.2% | -99.6% | +51.4% | -48.3% |
| 1Y | -47.1% | -99.7% | +52.6% | -47.2% |
| 3Y | -32.5% | -100.0% | +67.5% | -35.4% |
| 5Y | -42.6% | -100.0% | +57.4% | -42.4% |
| All | +19.6% | -100.0% | +119.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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