+29.9%
INTU vs DT
+75.7%
-45.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.1% | +3.1% | -3.1% | -1.3% |
| 30D | +10.1% | -29.5% | +39.6% | +26.8% |
| 3M | -4.2% | -11.7% | +7.5% | -0.5% |
| 6M | -7.2% | +29.0% | -36.2% | -18.8% |
| YTD | -47.7% | +3.4% | -51.1% | -49.6% |
| 1Y | -46.7% | -4.2% | -42.5% | -47.0% |
| 3Y | -34.1% | -12.8% | -21.2% | -33.7% |
| 5Y | -43.3% | -39.6% | -3.7% | -38.3% |
| All | +29.9% | +75.7% | -45.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling