+14,280.4%
INTU vs RJF
+13,143.2%
+1,137.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.8% |
| 7D | -7.1% | -0.6% | -6.5% | -6.9% |
| 30D | +1.5% | -1.3% | +2.7% | +1.9% |
| 3M | +10.7% | +18.9% | -8.2% | +3.8% |
| 6M | -23.8% | +15.0% | -38.9% | -28.0% |
| YTD | -49.3% | +12.2% | -61.5% | -51.7% |
| 1Y | -49.7% | +5.6% | -55.3% | -51.1% |
| 3Y | -38.0% | +74.9% | -112.9% | -50.6% |
| 5Y | -38.7% | +106.6% | -145.4% | -54.2% |
| 10Y | +221.3% | +433.1% | -211.7% | +65.5% |
| All | +14,280.4% | +13,143.2% | +1,137.3% | +2,312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling