+211.1%
INTU vs DLR
+163.6%
+47.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -7.5% | +3.4% | -10.9% | -8.9% |
| 30D | -1.9% | -2.2% | +0.3% | -1.3% |
| 3M | +4.9% | +4.7% | +0.1% | +1.7% |
| 6M | -33.2% | +9.0% | -42.2% | -37.2% |
| YTD | -51.4% | +24.1% | -75.5% | -57.2% |
| 1Y | -52.0% | +20.9% | -72.9% | -57.5% |
| 3Y | -40.7% | +60.0% | -100.7% | -55.9% |
| 5Y | -41.7% | +35.3% | -77.0% | -53.8% |
| 10Y | +211.1% | +165.8% | +45.4% | +88.7% |
| All | +211.1% | +163.6% | +47.5% | +88.7% |
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