+20.2%
INTU vs RVMD
+525.1%
-504.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | -4.1% | -0.7% | -3.4% | -4.2% |
| 30D | +12.8% | -6.4% | +19.3% | +13.5% |
| 3M | +2.1% | -14.1% | +16.2% | +3.8% |
| 6M | -11.5% | +21.0% | -32.5% | -15.3% |
| YTD | -47.9% | +121.4% | -169.3% | -56.3% |
| 1Y | -47.7% | +167.9% | -215.6% | -57.6% |
| 3Y | -34.0% | +794.7% | -828.7% | -58.4% |
| 5Y | -43.5% | +437.2% | -480.7% | -65.0% |
| All | +20.2% | +525.1% | -504.9% | -35.9% |
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