-52.7%
INTU vs RJF
+7.7%
-60.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.5% | -0.3% | -8.2% | -8.3% |
| 30D | -6.1% | -2.0% | -4.1% | -5.5% |
| 3M | +7.3% | +16.3% | -9.0% | +2.7% |
| 6M | -33.2% | +16.9% | -50.1% | -36.5% |
| YTD | -52.2% | +10.4% | -62.6% | -53.5% |
| 1Y | -52.7% | +7.4% | -60.1% | -53.9% |
| All | -52.7% | +7.7% | -60.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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