+9,265.7%
INTU vs RL
+1,366.2%
+7,899.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.9% |
| 7D | -7.1% | -0.8% | -6.3% | -6.9% |
| 30D | +1.5% | -7.8% | +9.2% | +3.5% |
| 3M | +10.7% | -4.0% | +14.7% | +11.3% |
| 6M | -23.8% | -1.9% | -22.0% | -25.4% |
| YTD | -49.3% | -0.2% | -49.1% | -50.7% |
| 1Y | -49.7% | +10.7% | -60.3% | -52.6% |
| 3Y | -38.0% | +210.8% | -248.8% | -57.5% |
| 5Y | -38.7% | +238.2% | -277.0% | -59.5% |
| 10Y | +221.3% | +313.4% | -92.0% | +85.7% |
| All | +9,265.7% | +1,366.2% | +7,899.6% | +3,140.2% |
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