-38.5%
INTU vs DT
+8.9%
-47.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.5% |
| 7D | -7.1% | -3.3% | -3.8% | -5.5% |
| 30D | +1.5% | +2.0% | -0.6% | +0.3% |
| 3M | +10.7% | +20.0% | -9.3% | +0.1% |
| 6M | -23.8% | +39.3% | -63.1% | -36.1% |
| YTD | -49.3% | +19.8% | -69.1% | -54.7% |
| 1Y | -49.7% | +4.3% | -53.9% | -52.7% |
| All | -38.5% | +8.9% | -47.4% | -45.5% |
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