+17.0%
INTU vs RVMD
+644.5%
-627.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -7.1% | +1.0% | -8.1% | -7.2% |
| 30D | +1.5% | +6.4% | -5.0% | +0.3% |
| 3M | +10.7% | +34.9% | -24.2% | +4.8% |
| 6M | -23.8% | +107.6% | -131.4% | -33.8% |
| YTD | -49.3% | +163.7% | -213.0% | -58.3% |
| 1Y | -49.7% | +439.2% | -488.9% | -63.9% |
| 3Y | -38.0% | +499.2% | -537.2% | -58.5% |
| 5Y | -38.7% | +621.7% | -660.5% | -63.7% |
| All | +17.0% | +644.5% | -627.5% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling