-28.4%
INTU vs USAR
-18.7%
-9.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.8% | -14.6% | -3.5% |
| 7D | +0.1% | -14.5% | +14.6% | -0.1% |
| 30D | +15.4% | -37.8% | +53.3% | +14.5% |
| 3M | +6.6% | -52.8% | +59.3% | +5.3% |
| 6M | -11.3% | -71.2% | +59.9% | -12.4% |
| YTD | -47.7% | -30.9% | -16.8% | -48.3% |
| 1Y | -47.0% | -48.0% | +1.0% | -47.6% |
| 3Y | -29.9% | -19.7% | -10.2% | -34.8% |
| All | -28.4% | -18.7% | -9.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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