-46.7%
INTU vs DT
-2.7%
-44.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +0.1% | +3.1% | -3.1% | -1.6% |
| 30D | +10.1% | -29.5% | +39.6% | +32.1% |
| 3M | -4.2% | -11.7% | +7.5% | -1.7% |
| 6M | -7.2% | +29.0% | -36.2% | -28.2% |
| YTD | -47.7% | +3.4% | -51.1% | -53.0% |
| 1Y | -46.7% | -4.2% | -42.5% | -50.8% |
| All | -46.7% | -2.7% | -44.0% | -50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling