-34.4%
INTU vs RVMD
+802.0%
-836.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -4.1% | -0.7% | -3.4% | -4.2% |
| 30D | +12.8% | -6.4% | +19.3% | +13.2% |
| 3M | +2.1% | -14.1% | +16.2% | +3.2% |
| 6M | -11.5% | +21.0% | -32.5% | -14.3% |
| YTD | -47.9% | +121.4% | -169.3% | -54.4% |
| 1Y | -47.7% | +167.9% | -215.6% | -55.7% |
| All | -34.4% | +802.0% | -836.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling