-25.1%
ON vs INTU
-37.9%
+12.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +2.4% | -7.1% | +9.5% | +3.0% |
| 30D | -3.3% | +1.5% | -4.7% | -3.6% |
| 3M | -43.6% | +10.7% | -54.2% | -44.2% |
| 6M | +19.0% | -23.8% | +42.8% | +25.8% |
| YTD | +37.4% | -49.3% | +86.7% | +76.7% |
| 1Y | +54.8% | -49.7% | +104.4% | +99.3% |
| All | -25.1% | -37.9% | +12.8% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling