+14,280.4%
INTU vs DTE
+1,993.7%
+12,286.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -7.1% | +0.2% | -7.2% | -7.1% |
| 30D | +1.5% | -2.6% | +4.0% | +2.3% |
| 3M | +10.7% | -3.9% | +14.6% | +12.0% |
| 6M | -23.8% | -7.9% | -15.9% | -22.1% |
| YTD | -49.3% | +7.2% | -56.5% | -51.2% |
| 1Y | -49.7% | +3.1% | -52.7% | -50.9% |
| 3Y | -38.0% | +47.6% | -85.6% | -48.2% |
| 5Y | -38.7% | +32.7% | -71.5% | -46.9% |
| 10Y | +221.3% | +138.8% | +82.6% | +117.1% |
| All | +14,280.4% | +1,993.7% | +12,286.8% | +4,635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling