-41.7%
INTU vs RJF
+105.7%
-147.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -3.7% |
| 7D | -7.5% | +1.8% | -9.3% | -8.3% |
| 30D | -1.9% | 0.0% | -1.9% | -1.9% |
| 3M | +4.9% | +18.0% | -13.1% | -3.4% |
| 6M | -33.2% | +17.0% | -50.2% | -38.5% |
| YTD | -51.4% | +11.1% | -62.5% | -54.3% |
| 1Y | -52.0% | +8.0% | -59.9% | -54.3% |
| 3Y | -40.7% | +73.3% | -114.0% | -57.9% |
| 5Y | -41.7% | +107.4% | -149.1% | -63.5% |
| All | -41.7% | +105.7% | -147.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling