-40.1%
INTU vs RDW
+241.5%
-281.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +2.9% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | -3.9% | -21.3% | +17.3% | -3.3% |
| 3M | +16.6% | -37.9% | +54.5% | +18.6% |
| 6M | -26.4% | +12.3% | -38.7% | -28.6% |
| YTD | -51.0% | +39.7% | -90.7% | -53.6% |
| 1Y | -50.8% | +25.7% | -76.4% | -53.6% |
| 3Y | -40.1% | +230.8% | -270.9% | -48.2% |
| All | -40.1% | +241.5% | -281.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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