-26.8%
INTU vs DOC
+43.5%
-70.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.3% | +2.9% |
| 7D | +8.7% | +8.7% | -0.1% | +7.2% |
| 30D | +25.9% | +7.6% | +18.2% | +24.3% |
| 3M | +10.7% | -5.3% | +16.0% | +11.4% |
| 6M | -11.6% | +27.6% | -39.2% | -15.2% |
| YTD | -45.4% | +32.4% | -77.8% | -48.1% |
| 1Y | -45.2% | +22.9% | -68.1% | -47.1% |
| All | -26.8% | +43.5% | -70.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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