-29.9%
INTU vs DT
-9.2%
-20.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | +0.1% | -24.7% | +24.8% | +13.0% |
| 30D | +15.4% | -27.4% | +42.8% | +31.9% |
| 3M | +6.6% | -11.1% | +17.7% | +9.7% |
| 6M | -11.3% | +13.7% | -25.0% | -20.0% |
| YTD | -47.7% | +0.2% | -48.0% | -50.4% |
| 1Y | -47.0% | -5.7% | -41.3% | -48.7% |
| 3Y | -29.9% | -8.1% | -21.8% | -36.1% |
| All | -29.9% | -9.2% | -20.7% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling