+13,685.3%
INTU vs RRX
+2,627.5%
+11,057.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.3% |
| 7D | -7.5% | +4.3% | -11.8% | -8.8% |
| 30D | -1.9% | -8.0% | +6.1% | +0.4% |
| 3M | +4.9% | -22.0% | +26.9% | +10.4% |
| 6M | -33.2% | -11.9% | -21.3% | -34.5% |
| YTD | -51.4% | +17.1% | -68.5% | -57.6% |
| 1Y | -52.0% | +14.9% | -66.9% | -58.1% |
| 3Y | -40.7% | +6.9% | -47.6% | -50.0% |
| 5Y | -41.7% | +19.6% | -61.3% | -53.1% |
| 10Y | +211.1% | +215.9% | -4.8% | +70.1% |
| All | +13,685.3% | +2,627.5% | +11,057.7% | +4,224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling