+236.7%
INTU vs RRX
+200.5%
+36.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +0.1% | +4.3% | -4.3% | -1.1% |
| 30D | +10.1% | +12.3% | -2.3% | +5.8% |
| 3M | -4.2% | +3.7% | -7.8% | -6.3% |
| 6M | -7.2% | -13.9% | +6.7% | -7.3% |
| YTD | -47.7% | +26.5% | -74.1% | -56.6% |
| 1Y | -46.7% | +29.3% | -76.0% | -56.3% |
| 3Y | -34.1% | +65.6% | -99.6% | -55.3% |
| 5Y | -43.3% | +10.6% | -53.9% | -55.2% |
| All | +236.7% | +200.5% | +36.3% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling