-41.7%
INTU vs ROK
+46.6%
-88.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -3.7% |
| 7D | -7.5% | +2.8% | -10.3% | -8.5% |
| 30D | -1.9% | -2.4% | +0.5% | -1.2% |
| 3M | +4.9% | -4.7% | +9.6% | +5.4% |
| 6M | -33.2% | +16.8% | -50.0% | -39.6% |
| YTD | -51.4% | +11.4% | -62.8% | -55.5% |
| 1Y | -52.0% | +26.2% | -78.2% | -58.8% |
| 3Y | -40.7% | +51.9% | -92.5% | -56.5% |
| 5Y | -41.7% | +46.4% | -88.1% | -56.2% |
| All | -41.7% | +46.6% | -88.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling