+209.1%
INTU vs DTE
+141.0%
+68.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -9.2% | -2.0% | -7.2% | -8.4% |
| 30D | -7.0% | -2.4% | -4.6% | -6.2% |
| 3M | +10.5% | -7.3% | +17.8% | +13.7% |
| 6M | -30.6% | -7.6% | -22.9% | -29.0% |
| YTD | -52.3% | +5.8% | -58.1% | -54.2% |
| 1Y | -51.8% | +2.3% | -54.1% | -53.1% |
| 3Y | -41.8% | +45.0% | -86.8% | -52.9% |
| 5Y | -42.8% | +33.2% | -76.0% | -52.0% |
| All | +209.1% | +141.0% | +68.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling