-29.9%
INTU vs DLR
+44.1%
-74.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | +0.1% | -3.6% | +3.7% | +0.5% |
| 30D | +15.4% | -3.5% | +18.9% | +15.8% |
| 3M | +6.6% | -8.9% | +15.5% | +7.6% |
| 6M | -11.3% | -11.6% | +0.3% | -10.1% |
| YTD | -47.7% | +14.9% | -62.6% | -51.2% |
| 1Y | -47.0% | +6.4% | -53.5% | -49.3% |
| 3Y | -29.9% | +47.3% | -77.2% | -43.8% |
| All | -29.9% | +44.1% | -74.1% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling