+3,460.1%
INTU vs RSG
+2,015.2%
+1,444.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | +1.5% | +7.6% | -6.1% | -1.1% |
| 3M | +10.7% | +7.4% | +3.2% | +7.9% |
| 6M | -23.8% | -3.3% | -20.6% | -22.9% |
| YTD | -49.3% | +6.0% | -55.3% | -50.3% |
| 1Y | -49.7% | -3.7% | -46.0% | -49.0% |
| 3Y | -38.0% | +59.1% | -97.1% | -47.6% |
| 5Y | -38.7% | +89.0% | -127.8% | -51.1% |
| 10Y | +221.3% | +412.5% | -191.2% | +89.6% |
| All | +3,460.1% | +2,015.2% | +1,444.8% | +1,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling