-39.2%
INTU vs DG
-34.6%
-4.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.6% |
| 7D | -7.1% | +8.4% | -15.5% | -8.1% |
| 30D | +1.5% | +4.9% | -3.5% | +0.7% |
| 3M | +10.7% | +29.3% | -18.7% | +7.2% |
| 6M | -23.8% | -11.3% | -12.6% | -23.4% |
| YTD | -49.3% | +1.8% | -51.1% | -49.7% |
| 1Y | -49.7% | +25.3% | -75.0% | -51.2% |
| 3Y | -38.0% | +9.1% | -47.1% | -39.4% |
| All | -39.2% | -34.6% | -4.6% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling