-49.7%
INTU vs ROK
+29.3%
-79.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.1% |
| 7D | -7.1% | +0.7% | -7.8% | -7.0% |
| 30D | +1.5% | -3.3% | +4.8% | +0.9% |
| 3M | +10.7% | -5.9% | +16.5% | +9.5% |
| 6M | -23.8% | +13.9% | -37.7% | -24.0% |
| YTD | -49.3% | +12.6% | -61.9% | -49.8% |
| 1Y | -49.7% | +28.6% | -78.3% | -52.2% |
| All | -49.7% | +29.3% | -79.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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