+233.5%
INTU vs ROK
+273.4%
-39.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.3% |
| 7D | -3.9% | -8.5% | +4.6% | -1.0% |
| 30D | +12.0% | -6.4% | +18.4% | +13.9% |
| 3M | +2.3% | -8.8% | +11.2% | +4.9% |
| 6M | -12.1% | -10.5% | -1.6% | -10.5% |
| YTD | -47.5% | +5.4% | -53.0% | -51.5% |
| 1Y | -46.9% | +5.0% | -51.9% | -50.8% |
| 3Y | -33.5% | +64.3% | -97.8% | -53.3% |
| 5Y | -41.2% | +34.0% | -75.2% | -55.1% |
| 10Y | +233.5% | +268.2% | -34.7% | +67.8% |
| All | +233.5% | +273.4% | -39.9% | +67.8% |
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