-34.1%
INTU vs DFNS
-100.0%
+65.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.5% |
| 7D | +0.1% | -6.0% | +6.0% | +0.1% |
| 30D | +10.1% | -71.2% | +81.3% | +10.3% |
| 3M | -4.2% | -94.5% | +90.3% | -3.8% |
| 6M | -7.2% | -96.5% | +89.3% | -7.4% |
| YTD | -47.7% | -99.6% | +51.9% | -47.8% |
| 1Y | -46.7% | -99.7% | +53.0% | -46.8% |
| 3Y | -34.1% | -100.0% | +65.9% | -35.6% |
| All | -34.1% | -100.0% | +65.9% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling