-38.5%
INTU vs RVTY
+18.2%
-56.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -7.1% | +1.1% | -8.2% | -7.3% |
| 30D | +1.5% | +13.2% | -11.8% | -1.1% |
| 3M | +10.7% | +27.2% | -16.6% | +5.1% |
| 6M | -23.8% | +32.4% | -56.2% | -28.6% |
| YTD | -49.3% | +34.9% | -84.2% | -52.6% |
| 1Y | -49.7% | +52.4% | -102.0% | -54.3% |
| All | -38.5% | +18.2% | -56.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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