+17.1%
INTU vs DFNS
-99.9%
+117.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.4% |
| 7D | -7.1% | -16.0% | +8.9% | -7.1% |
| 30D | +1.5% | -77.7% | +79.1% | +1.6% |
| 3M | +10.7% | -77.2% | +87.8% | +10.2% |
| 6M | -23.8% | -95.2% | +71.3% | -24.1% |
| YTD | -49.3% | -98.0% | +48.7% | -49.5% |
| 1Y | -49.7% | -98.3% | +48.6% | -49.9% |
| 3Y | -38.0% | -99.9% | +61.9% | -40.8% |
| 5Y | -38.7% | -99.9% | +61.1% | -38.6% |
| All | +17.1% | -99.9% | +117.0% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling