-47.0%
INTU vs RL
+16.8%
-63.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -4.1% |
| 7D | +0.1% | -4.2% | +4.3% | -0.7% |
| 30D | +15.4% | +4.3% | +11.2% | +17.0% |
| 3M | +6.6% | -4.6% | +11.2% | +5.0% |
| 6M | -11.3% | +1.7% | -13.0% | -4.9% |
| YTD | -47.7% | +7.3% | -55.1% | -44.1% |
| 1Y | -47.0% | +20.8% | -67.8% | -44.5% |
| All | -47.0% | +16.8% | -63.8% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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