+1,172.5%
INTU vs DG
+606.1%
+566.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.7% |
| 7D | -7.1% | +8.4% | -15.5% | -8.8% |
| 30D | +1.5% | +4.9% | -3.5% | +0.3% |
| 3M | +10.7% | +29.3% | -18.7% | +4.7% |
| 6M | -23.8% | -11.3% | -12.6% | -22.3% |
| YTD | -49.3% | +1.8% | -51.1% | -49.8% |
| 1Y | -49.7% | +25.3% | -75.0% | -52.5% |
| 3Y | -38.0% | +9.1% | -47.1% | -42.2% |
| 5Y | -38.7% | -34.9% | -3.9% | -34.6% |
| 10Y | +221.3% | +108.2% | +113.2% | +156.6% |
| All | +1,172.5% | +606.1% | +566.4% | +639.9% |
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