+235.3%
INTU vs DLR
+174.9%
+60.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -2.4% |
| 7D | -3.9% | +2.4% | -6.3% | -5.0% |
| 30D | +11.7% | +0.7% | +11.0% | +10.9% |
| 3M | +4.5% | -6.4% | +10.9% | +6.3% |
| 6M | -13.9% | -6.5% | -7.3% | -13.4% |
| YTD | -48.2% | +18.8% | -67.0% | -54.0% |
| 1Y | -47.1% | +9.0% | -56.2% | -51.1% |
| 3Y | -32.5% | +54.5% | -87.0% | -49.5% |
| 5Y | -42.6% | +35.8% | -78.4% | -54.9% |
| 10Y | +235.3% | +177.5% | +57.8% | +101.4% |
| All | +235.3% | +174.9% | +60.4% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling