-47.5%
INTU vs RRC
+28.5%
-76.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -3.9% | -10.3% | +6.4% | -2.6% |
| 30D | +11.7% | +19.5% | -7.7% | +7.0% |
| 3M | +4.5% | +27.9% | -23.4% | -1.9% |
| 6M | -13.9% | +21.2% | -35.0% | -18.0% |
| YTD | -48.2% | +39.6% | -87.8% | -50.9% |
| All | -47.5% | +28.5% | -76.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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