+1,216.6%
INTU vs DG
+632.1%
+584.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.9% | -3.0% | -1.0% | -3.3% |
| 30D | +12.0% | +8.6% | +3.4% | +10.0% |
| 3M | +2.3% | +15.0% | -12.7% | -0.8% |
| 6M | -12.1% | +32.7% | -44.8% | -17.3% |
| YTD | -47.5% | +5.5% | -53.1% | -48.5% |
| 1Y | -46.9% | +34.6% | -81.5% | -50.5% |
| 3Y | -33.5% | +24.2% | -57.7% | -39.9% |
| 5Y | -41.2% | -32.3% | -9.0% | -37.8% |
| 10Y | +233.5% | +111.1% | +122.4% | +165.6% |
| All | +1,216.6% | +632.1% | +584.5% | +659.5% |
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