-42.2%
INTU vs RCAT
+46.9%
-89.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +18.6% | -22.4% | -4.3% |
| 7D | +0.1% | -12.7% | +12.9% | +0.4% |
| 30D | +15.4% | -34.3% | +49.7% | +16.8% |
| 3M | +6.6% | -53.4% | +60.0% | +9.1% |
| 6M | -11.3% | -62.0% | +50.7% | -9.0% |
| YTD | -47.7% | -49.1% | +1.3% | -47.6% |
| 1Y | -47.0% | -53.1% | +6.1% | -46.9% |
| 3Y | -29.9% | +318.7% | -348.6% | -41.3% |
| All | -42.2% | +46.9% | -89.1% | -45.7% |
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