-40.6%
INTU vs RNG
+123.8%
-164.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.2% | -3.0% |
| 7D | -7.5% | -0.8% | -6.7% | -7.4% |
| 30D | -1.9% | +11.4% | -13.3% | -4.6% |
| 3M | +4.9% | +72.1% | -67.2% | -9.0% |
| 6M | -33.2% | +67.9% | -101.2% | -41.8% |
| YTD | -51.4% | +144.3% | -195.7% | -61.0% |
| 1Y | -52.0% | +117.5% | -169.5% | -60.7% |
| All | -40.6% | +123.8% | -164.4% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling