-51.8%
INTU vs ROK
+24.9%
-76.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.6% |
| 7D | -9.2% | -1.6% | -7.5% | -9.4% |
| 30D | -7.0% | -5.4% | -1.6% | -8.0% |
| 3M | +10.5% | -4.0% | +14.5% | +9.3% |
| 6M | -30.6% | +13.3% | -43.9% | -31.3% |
| YTD | -52.3% | +9.3% | -61.7% | -53.1% |
| 1Y | -51.8% | +25.8% | -77.6% | -54.6% |
| All | -51.8% | +24.9% | -76.7% | -54.6% |
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