-38.4%
INTU vs RCAT
+183.7%
-222.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.3% |
| 7D | -7.1% | -1.4% | -5.7% | -7.0% |
| 30D | +1.5% | -3.3% | +4.8% | +1.5% |
| 3M | +10.7% | -43.2% | +53.9% | +12.6% |
| 6M | -23.8% | -43.2% | +19.3% | -23.0% |
| YTD | -49.3% | +5.5% | -54.9% | -50.3% |
| 1Y | -49.7% | -1.6% | -48.0% | -50.9% |
| 3Y | -38.0% | +773.7% | -811.7% | -48.0% |
| All | -38.4% | +183.7% | -222.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling