-41.7%
INTU vs RVTY
-32.1%
-9.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.2% |
| 7D | -7.5% | +0.4% | -7.9% | -7.7% |
| 30D | -1.9% | +10.8% | -12.8% | -5.9% |
| 3M | +4.9% | +26.8% | -21.9% | -5.1% |
| 6M | -33.2% | +39.3% | -72.5% | -42.4% |
| YTD | -51.4% | +31.6% | -83.0% | -57.3% |
| 1Y | -52.0% | +47.7% | -99.7% | -60.3% |
| 3Y | -40.7% | +19.9% | -60.6% | -49.4% |
| 5Y | -41.7% | -32.3% | -9.4% | -25.9% |
| All | -41.7% | -32.1% | -9.6% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling