+21.2%
INTU vs DFNS
-100.0%
+121.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.7% | -12.1% | +0.6% |
| 7D | -3.9% | -13.0% | +9.1% | -3.9% |
| 30D | +12.0% | -56.9% | +68.8% | +12.1% |
| 3M | +2.3% | -93.2% | +95.5% | +2.7% |
| 6M | -12.1% | -95.4% | +83.4% | -12.3% |
| YTD | -47.5% | -99.5% | +52.0% | -47.7% |
| 1Y | -46.9% | -99.6% | +52.7% | -47.0% |
| 3Y | -33.5% | -100.0% | +66.5% | -36.3% |
| 5Y | -41.2% | -100.0% | +58.7% | -41.2% |
| All | +21.2% | -100.0% | +121.1% | +27.1% |
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