-51.8%
INTU vs RNG
+120.2%
-172.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -9.2% | -9.6% | +0.4% | -5.9% |
| 30D | -7.0% | +8.8% | -15.8% | -9.7% |
| 3M | +10.5% | +78.6% | -68.1% | -9.7% |
| 6M | -30.6% | +70.3% | -100.9% | -42.5% |
| YTD | -52.3% | +140.3% | -192.7% | -64.0% |
| 1Y | -51.8% | +126.6% | -178.4% | -63.0% |
| All | -51.8% | +120.2% | -172.0% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling