-43.2%
INTU vs DPZ
-28.5%
-14.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.6% |
| 7D | +0.1% | +2.2% | -2.2% | -0.9% |
| 30D | +10.1% | +15.5% | -5.4% | +3.8% |
| 3M | -4.2% | -2.0% | -2.2% | -3.5% |
| 6M | -7.2% | +12.1% | -19.4% | -11.4% |
| YTD | -47.7% | -16.6% | -31.1% | -44.5% |
| 1Y | -46.7% | -14.6% | -32.1% | -44.0% |
| 3Y | -34.1% | -4.1% | -29.9% | -36.7% |
| All | -43.2% | -28.5% | -14.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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