+14,587.7%
INTU vs ROK
+10,029.5%
+4,558.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -2.3% |
| 7D | -3.9% | -11.5% | +7.6% | 0.0% |
| 30D | +11.7% | -10.0% | +21.7% | +15.2% |
| 3M | +4.5% | -11.4% | +15.9% | +8.0% |
| 6M | -13.9% | -13.7% | -0.2% | -11.2% |
| YTD | -48.2% | +1.0% | -49.3% | -50.6% |
| 1Y | -47.1% | +5.6% | -52.8% | -50.4% |
| 3Y | -32.5% | +59.1% | -91.6% | -47.9% |
| 5Y | -42.6% | +26.1% | -68.7% | -51.6% |
| 10Y | +235.3% | +266.4% | -31.1% | +82.4% |
| All | +14,587.7% | +10,029.5% | +4,558.1% | +1,999.4% |
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