-46.7%
INTU vs ROK
+4.7%
-51.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.4% |
| 7D | +0.1% | +7.1% | -7.0% | +1.6% |
| 30D | +10.1% | -5.0% | +15.0% | +9.3% |
| 3M | -4.2% | -9.4% | +5.2% | -5.9% |
| 6M | -7.2% | -11.0% | +3.8% | -9.0% |
| YTD | -47.7% | +4.4% | -52.1% | -48.7% |
| 1Y | -46.7% | +7.4% | -54.1% | -48.6% |
| All | -46.7% | +4.7% | -51.4% | -48.6% |
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