-41.7%
INTU vs RIG
+52.4%
-94.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -7.5% | -2.7% | -4.8% | -7.3% |
| 30D | -1.9% | +9.5% | -11.4% | -2.9% |
| 3M | +4.9% | -6.6% | +11.5% | +5.3% |
| 6M | -33.2% | -2.9% | -30.4% | -33.1% |
| YTD | -51.4% | +39.5% | -90.9% | -53.2% |
| 1Y | -52.0% | +82.3% | -134.3% | -55.3% |
| 3Y | -40.7% | -29.6% | -11.1% | -40.9% |
| 5Y | -41.7% | +63.2% | -104.9% | -48.6% |
| All | -41.7% | +52.4% | -94.1% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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