-41.7%
INTU vs DLR
+35.6%
-77.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -7.5% | +3.4% | -10.9% | -8.7% |
| 30D | -1.9% | -2.2% | +0.3% | -1.4% |
| 3M | +4.9% | +4.7% | +0.1% | +1.9% |
| 6M | -33.2% | +9.0% | -42.2% | -37.1% |
| YTD | -51.4% | +24.1% | -75.5% | -57.2% |
| 1Y | -52.0% | +20.9% | -72.9% | -57.4% |
| 3Y | -40.7% | +60.0% | -100.7% | -56.9% |
| 5Y | -41.7% | +35.3% | -77.0% | -53.9% |
| All | -41.7% | +35.6% | -77.3% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling