+68.9%
INTU vs REPL
+35.1%
+33.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.0% | -11.8% | -4.1% |
| 7D | +0.1% | +22.8% | -22.7% | -0.8% |
| 30D | +15.4% | +63.8% | -48.4% | +12.9% |
| 3M | +6.6% | +68.1% | -61.5% | +4.0% |
| 6M | -11.3% | +528.5% | -539.8% | -21.6% |
| YTD | -47.7% | +122.4% | -170.1% | -52.7% |
| 1Y | -47.0% | +154.4% | -201.4% | -52.5% |
| 3Y | -29.9% | +68.0% | -97.9% | -46.3% |
| 5Y | -42.2% | -35.4% | -6.8% | -51.7% |
| All | +68.9% | +35.1% | +33.8% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling