+14,280.4%
INTU vs ROK
+11,185.9%
+3,094.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.9% |
| 7D | -7.1% | +0.7% | -7.8% | -7.3% |
| 30D | +1.5% | -3.3% | +4.8% | +2.6% |
| 3M | +10.7% | -5.9% | +16.5% | +12.0% |
| 6M | -23.8% | +13.9% | -37.7% | -29.4% |
| YTD | -49.3% | +12.6% | -61.9% | -53.0% |
| 1Y | -49.7% | +28.6% | -78.3% | -55.8% |
| 3Y | -38.0% | +45.1% | -83.1% | -49.8% |
| 5Y | -38.7% | +45.6% | -84.3% | -50.7% |
| 10Y | +221.3% | +345.0% | -123.7% | +64.1% |
| All | +14,280.4% | +11,185.9% | +3,094.5% | +1,894.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling