+479.0%
INTU vs RNG
+338.4%
+140.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | -3.9% | -3.5% | -0.4% | -3.0% |
| 30D | +12.0% | -3.8% | +15.7% | +12.6% |
| 3M | +2.3% | +18.6% | -16.2% | -2.8% |
| 6M | -12.1% | +69.2% | -81.3% | -24.5% |
| YTD | -47.5% | +161.9% | -209.4% | -60.6% |
| 1Y | -46.9% | +176.2% | -223.1% | -60.6% |
| 3Y | -33.5% | +174.5% | -208.0% | -53.4% |
| 5Y | -41.2% | -71.9% | +30.7% | -33.4% |
| 10Y | +233.5% | +235.4% | -1.9% | +118.7% |
| All | +479.0% | +338.4% | +140.6% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling