+9,436.9%
INTU vs RMBS
+1,339.3%
+8,097.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.6% |
| 7D | -7.1% | -0.3% | -6.7% | -7.0% |
| 30D | +1.5% | -12.2% | +13.6% | +3.1% |
| 3M | +10.7% | -49.5% | +60.2% | +20.6% |
| 6M | -23.8% | -7.1% | -16.7% | -26.8% |
| YTD | -49.3% | -7.0% | -42.3% | -51.7% |
| 1Y | -49.7% | +13.3% | -63.0% | -54.2% |
| 3Y | -38.0% | +49.2% | -87.3% | -48.2% |
| 5Y | -38.7% | +250.0% | -288.7% | -55.5% |
| 10Y | +221.3% | +495.1% | -273.8% | +111.7% |
| All | +9,436.9% | +1,339.3% | +8,097.6% | +1,707.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling