+1,199.7%
INTU vs DG
+628.1%
+571.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.5% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | +11.7% | +7.4% | +4.3% | +10.0% |
| 3M | +4.5% | +8.5% | -4.0% | +2.5% |
| 6M | -13.9% | +21.9% | -35.7% | -17.6% |
| YTD | -48.2% | +4.9% | -53.1% | -49.1% |
| 1Y | -47.1% | +40.4% | -87.5% | -51.2% |
| 3Y | -32.5% | +23.5% | -56.0% | -38.9% |
| 5Y | -42.6% | -32.3% | -10.3% | -39.2% |
| 10Y | +235.3% | +119.3% | +116.0% | +164.8% |
| All | +1,199.7% | +628.1% | +571.6% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling