+1,577.6%
INTU vs DLR
+3,595.7%
-2,018.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -7.1% | +1.6% | -8.7% | -7.6% |
| 30D | +1.5% | -3.4% | +4.8% | +2.5% |
| 3M | +10.7% | +0.5% | +10.2% | +9.5% |
| 6M | -23.8% | +4.6% | -28.4% | -26.4% |
| YTD | -49.3% | +23.4% | -72.7% | -54.0% |
| 1Y | -49.7% | +19.0% | -68.7% | -53.9% |
| 3Y | -38.0% | +56.5% | -94.5% | -49.8% |
| 5Y | -38.7% | +33.3% | -72.1% | -48.0% |
| 10Y | +221.3% | +165.1% | +56.2% | +111.9% |
| All | +1,577.6% | +3,595.7% | -2,018.0% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling