-23.8%
INTU vs RMBS
-5.9%
-17.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.0% |
| 7D | -7.1% | -0.3% | -6.7% | -7.2% |
| 30D | +1.5% | -12.2% | +13.6% | -1.6% |
| 3M | +10.7% | -49.5% | +60.2% | -3.7% |
| 6M | -23.8% | -7.1% | -16.7% | -18.8% |
| All | -23.8% | -5.9% | -17.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 6mo: compounded portfolio wealth divided by compounded RMBS 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…
6mo analysis · Full analysis span regression · 6 months rolling