+47.6%
ON vs INTU
-46.5%
+94.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -0.8% |
| 7D | -5.8% | +8.7% | -14.5% | -3.2% |
| 30D | -17.1% | +25.9% | -43.0% | -10.8% |
| 3M | -11.8% | +10.7% | -22.5% | -8.3% |
| 6M | -30.2% | -11.6% | -18.6% | -26.5% |
| YTD | +31.6% | -45.4% | +77.0% | +46.2% |
| 1Y | +47.6% | -45.2% | +92.8% | +64.3% |
| All | +47.6% | -46.5% | +94.1% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 1y: compounded portfolio wealth divided by compounded INTU 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…
1y analysis · Full analysis span regression · 6 months rolling