+236.7%
INTU vs ROK
+264.0%
-27.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.1% | +7.1% | -7.0% | -2.7% |
| 30D | +10.1% | -5.0% | +15.0% | +11.3% |
| 3M | -4.2% | -9.4% | +5.2% | -1.5% |
| 6M | -7.2% | -11.0% | +3.8% | -5.4% |
| YTD | -47.7% | +4.4% | -52.1% | -51.4% |
| 1Y | -46.7% | +7.4% | -54.1% | -51.2% |
| 3Y | -34.1% | +61.0% | -95.0% | -53.3% |
| 5Y | -43.3% | +30.4% | -73.7% | -56.2% |
| All | +236.7% | +264.0% | -27.3% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling