-42.6%
INTU vs DTE
+31.9%
-74.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.5% | 0.0% | -8.5% | -8.5% |
| 30D | -6.1% | -0.5% | -5.6% | -6.1% |
| 3M | +7.3% | -6.0% | +13.4% | +8.7% |
| 6M | -33.2% | -7.2% | -26.0% | -32.3% |
| YTD | -52.2% | +7.2% | -59.3% | -53.7% |
| 1Y | -52.7% | +4.1% | -56.7% | -53.8% |
| 3Y | -41.6% | +46.9% | -88.5% | -51.1% |
| 5Y | -42.6% | +32.9% | -75.6% | -47.8% |
| All | -42.6% | +31.9% | -74.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling