-40.2%
INTU vs RSG
+89.9%
-130.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.3% |
| 7D | -3.3% | 0.0% | -3.4% | -3.3% |
| 30D | -3.9% | +4.0% | -7.9% | -6.2% |
| 3M | +16.6% | +7.4% | +9.3% | +11.9% |
| 6M | -26.4% | +0.1% | -26.5% | -26.4% |
| YTD | -51.0% | +6.0% | -57.0% | -52.7% |
| 1Y | -50.8% | -3.0% | -47.8% | -49.8% |
| 3Y | -40.1% | +56.5% | -96.6% | -57.5% |
| All | -40.2% | +89.9% | -130.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling