-41.7%
INTU vs DT
-28.6%
-13.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.6% |
| 7D | -7.5% | -4.9% | -2.7% | -5.2% |
| 30D | -1.9% | +2.7% | -4.6% | -3.3% |
| 3M | +4.9% | +20.0% | -15.1% | -5.1% |
| 6M | -33.2% | +28.0% | -61.2% | -41.6% |
| YTD | -51.4% | +16.0% | -67.4% | -55.4% |
| 1Y | -52.0% | +0.7% | -52.7% | -53.1% |
| 3Y | -40.7% | +6.2% | -46.9% | -45.4% |
| 5Y | -41.7% | -28.1% | -13.6% | -46.2% |
| All | -41.7% | -28.6% | -13.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling