+9,558.3%
INTU vs RL
+1,476.5%
+8,081.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.4% |
| 7D | +0.1% | -4.2% | +4.3% | +1.2% |
| 30D | +15.4% | +4.3% | +11.2% | +14.1% |
| 3M | +6.6% | -4.6% | +11.2% | +7.7% |
| 6M | -11.3% | +1.7% | -13.0% | -13.5% |
| YTD | -47.7% | +7.3% | -55.1% | -50.2% |
| 1Y | -47.0% | +20.8% | -67.8% | -51.3% |
| 3Y | -29.9% | +247.0% | -276.9% | -53.5% |
| 5Y | -42.2% | +225.5% | -267.7% | -61.3% |
| 10Y | +251.7% | +363.0% | -111.4% | +96.9% |
| All | +9,558.3% | +1,476.5% | +8,081.8% | +3,171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling