-38.4%
INTU vs DOC
-24.5%
-13.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | -7.1% | -1.5% | -5.6% | -6.6% |
| 30D | +1.5% | -4.8% | +6.2% | +3.0% |
| 3M | +10.7% | +6.9% | +3.8% | +8.2% |
| 6M | -23.8% | +20.7% | -44.6% | -29.2% |
| YTD | -49.3% | +34.1% | -83.5% | -55.0% |
| 1Y | -49.7% | +22.6% | -72.3% | -53.8% |
| 3Y | -38.0% | +20.8% | -58.8% | -43.9% |
| All | -38.4% | -24.5% | -13.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling