-42.2%
INTU vs DRI
+74.0%
-116.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.3% |
| 7D | +0.1% | +2.8% | -2.7% | -1.1% |
| 30D | +15.4% | +13.3% | +2.2% | +9.4% |
| 3M | +6.6% | +8.2% | -1.6% | +2.7% |
| 6M | -11.3% | +17.5% | -28.9% | -17.8% |
| YTD | -47.7% | +26.9% | -74.6% | -54.0% |
| 1Y | -47.0% | +31.6% | -78.6% | -54.4% |
| 3Y | -29.9% | +67.0% | -96.9% | -50.6% |
| All | -42.2% | +74.0% | -116.2% | -63.8% |
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