-47.5%
INTU vs REPL
+163.1%
-210.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.0% |
| 7D | -3.9% | +14.2% | -18.2% | -3.9% |
| 30D | +11.7% | +65.9% | -54.2% | +11.7% |
| 3M | +4.5% | +84.6% | -80.1% | +4.5% |
| 6M | -13.9% | +446.9% | -460.8% | -14.2% |
| YTD | -48.2% | +129.0% | -177.2% | -43.9% |
| All | -47.5% | +163.1% | -210.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling