-49.1%
INTU vs RBRK
+130.3%
-179.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -9.2% | -3.5% | -5.7% | -8.4% |
| 30D | -7.0% | -8.3% | +1.2% | -5.8% |
| 3M | +10.5% | +24.7% | -14.1% | +3.3% |
| 6M | -30.6% | +58.9% | -89.5% | -38.7% |
| YTD | -52.3% | +16.3% | -68.6% | -55.6% |
| 1Y | -51.8% | +10.1% | -62.0% | -55.0% |
| All | -49.1% | +130.3% | -179.4% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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