-34.4%
INTU vs RCAT
+347.2%
-381.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.6% |
| 7D | -4.1% | +15.6% | -19.7% | -4.4% |
| 30D | +12.8% | -24.1% | +37.0% | +13.3% |
| 3M | +2.1% | -61.9% | +64.0% | +4.0% |
| 6M | -11.5% | -64.3% | +52.9% | -9.8% |
| YTD | -47.9% | -50.4% | +2.5% | -47.8% |
| 1Y | -47.7% | -54.0% | +6.4% | -47.6% |
| All | -34.4% | +347.2% | -381.5% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling