-51.8%
INTU vs RRX
+9.8%
-61.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.6% | -0.9% |
| 7D | -9.2% | -3.7% | -5.4% | -10.0% |
| 30D | -7.0% | -9.3% | +2.3% | -9.2% |
| 3M | +10.5% | -21.8% | +32.3% | +5.4% |
| 6M | -30.6% | -22.0% | -8.6% | -33.3% |
| YTD | -52.3% | +11.9% | -64.3% | -55.3% |
| 1Y | -51.8% | +11.6% | -63.4% | -55.6% |
| All | -51.8% | +9.8% | -61.6% | -55.6% |
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