-42.8%
INTU vs DUK
+38.3%
-81.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -9.2% | -1.7% | -7.5% | -8.9% |
| 30D | -7.0% | -2.2% | -4.8% | -6.7% |
| 3M | +10.5% | -3.7% | +14.2% | +11.2% |
| 6M | -30.6% | -6.3% | -24.2% | -29.9% |
| YTD | -52.3% | +4.5% | -56.8% | -52.9% |
| 1Y | -51.8% | +1.8% | -53.6% | -52.1% |
| 3Y | -41.8% | +46.8% | -88.7% | -49.7% |
| 5Y | -42.8% | +40.2% | -83.1% | -48.2% |
| All | -42.8% | +38.3% | -81.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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