-45.2%
INTU vs DG
+45.3%
-90.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.5% | -5.1% | +0.3% |
| 7D | +8.7% | +12.3% | -3.6% | +4.1% |
| 30D | +25.9% | +19.3% | +6.6% | +18.5% |
| 3M | +10.7% | +11.9% | -1.1% | +6.2% |
| 6M | -11.6% | +25.0% | -36.5% | -18.0% |
| YTD | -45.4% | +8.7% | -54.1% | -48.7% |
| 1Y | -45.2% | +44.7% | -89.9% | -49.2% |
| All | -45.2% | +45.3% | -90.5% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling