-42.8%
INTU vs RGTI
+56.1%
-99.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -9.2% | -0.1% | -9.0% | -9.2% |
| 30D | -7.0% | -16.2% | +9.2% | -6.4% |
| 3M | +10.5% | -22.0% | +32.6% | +11.2% |
| 6M | -30.6% | -10.8% | -19.8% | -31.3% |
| YTD | -52.3% | -31.6% | -20.8% | -52.3% |
| 1Y | -51.8% | -6.4% | -45.4% | -53.2% |
| 3Y | -41.8% | +665.7% | -707.5% | -55.9% |
| 5Y | -42.8% | +55.6% | -98.5% | -54.0% |
| All | -42.8% | +56.1% | -99.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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