-40.0%
INTU vs DOCS
-54.0%
+14.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.4% |
| 7D | +7.1% | -1.3% | +8.5% | +7.4% |
| 30D | +23.0% | +19.4% | +3.6% | +18.2% |
| 3M | +8.7% | +53.4% | -44.7% | -2.1% |
| 6M | -10.1% | +28.8% | -38.9% | -16.5% |
| YTD | -45.7% | -25.1% | -20.6% | -43.9% |
| 1Y | -45.1% | -48.1% | +3.1% | -39.3% |
| 3Y | -26.9% | +51.4% | -78.3% | -42.3% |
| 5Y | -40.0% | -51.1% | +11.1% | -44.7% |
| All | -40.0% | -54.0% | +14.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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