-43.2%
INTU vs DRI
+78.6%
-121.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +10.1% | +9.7% | +0.4% | +5.7% |
| 3M | -4.2% | +3.2% | -7.4% | -5.6% |
| 6M | -7.2% | +20.6% | -27.8% | -15.1% |
| YTD | -47.7% | +28.3% | -75.9% | -54.3% |
| 1Y | -46.7% | +34.5% | -81.2% | -54.6% |
| 3Y | -34.1% | +66.5% | -100.6% | -53.4% |
| All | -43.2% | +78.6% | -121.8% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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