-45.2%
INTU vs RRX
+30.0%
-75.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +2.4% |
| 7D | +8.7% | +7.6% | +1.0% | +11.3% |
| 30D | +25.9% | +7.5% | +18.3% | +29.4% |
| 3M | +10.7% | -21.0% | +31.8% | +5.0% |
| 6M | -11.6% | -18.1% | +6.5% | -13.5% |
| YTD | -45.4% | +24.3% | -69.7% | -47.1% |
| 1Y | -45.2% | +29.3% | -74.5% | -47.6% |
| All | -45.2% | +30.0% | -75.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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