-47.5%
INTU vs DLR
+9.4%
-56.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | 0.0% |
| 7D | -3.9% | +2.4% | -6.3% | -3.2% |
| 30D | +11.7% | +0.7% | +11.0% | +12.2% |
| 3M | +4.5% | -6.4% | +10.9% | +3.1% |
| 6M | -13.9% | -6.5% | -7.3% | -15.1% |
| YTD | -48.2% | +18.8% | -67.0% | -49.1% |
| All | -47.5% | +9.4% | -56.9% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling