-43.5%
INTU vs RL
+243.2%
-286.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -4.1% | +2.4% | -6.5% | -4.9% |
| 30D | +12.8% | +4.6% | +8.3% | +11.2% |
| 3M | +2.1% | -1.1% | +3.2% | +2.1% |
| 6M | -11.5% | +16.5% | -28.0% | -17.5% |
| YTD | -47.9% | +11.4% | -59.3% | -51.4% |
| 1Y | -47.7% | +16.1% | -63.8% | -52.1% |
| 3Y | -34.0% | +252.6% | -286.6% | -66.4% |
| 5Y | -43.5% | +244.9% | -288.4% | -73.4% |
| All | -43.5% | +243.2% | -286.7% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling