+25.9%
INTU vs DT
+103.5%
-77.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.6% |
| 7D | -7.1% | -3.3% | -3.8% | -5.7% |
| 30D | +1.5% | +2.0% | -0.6% | +0.4% |
| 3M | +10.7% | +20.0% | -9.3% | +1.5% |
| 6M | -23.8% | +39.3% | -63.1% | -34.6% |
| YTD | -49.3% | +19.8% | -69.1% | -53.5% |
| 1Y | -49.7% | +4.3% | -53.9% | -51.2% |
| 3Y | -38.0% | +7.7% | -45.7% | -42.3% |
| 5Y | -38.7% | -26.8% | -11.9% | -37.8% |
| All | +25.9% | +103.5% | -77.7% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling