-18.6%
INTU vs RGTI
+59.7%
-78.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.2% | -4.3% |
| 7D | -7.5% | +5.5% | -13.0% | -7.8% |
| 30D | -1.9% | -11.9% | +9.9% | -1.5% |
| 3M | +4.9% | -27.4% | +32.2% | +5.9% |
| 6M | -33.2% | -7.1% | -26.2% | -34.0% |
| YTD | -51.4% | -28.6% | -22.8% | -51.5% |
| 1Y | -52.0% | +4.4% | -56.3% | -53.6% |
| 3Y | -40.7% | +698.5% | -739.2% | -55.1% |
| 5Y | -41.7% | +64.2% | -105.9% | -50.6% |
| All | -18.6% | +59.7% | -78.3% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling