+235.3%
INTU vs ROL
+222.1%
+13.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -2.0% |
| 7D | -3.9% | +7.5% | -11.5% | -7.3% |
| 30D | +11.7% | +21.1% | -9.4% | +2.0% |
| 3M | +4.5% | +3.1% | +1.3% | +2.8% |
| 6M | -13.9% | -27.4% | +13.6% | -0.5% |
| YTD | -48.2% | -34.7% | -13.5% | -37.7% |
| 1Y | -47.1% | -32.9% | -14.2% | -37.4% |
| 3Y | -32.5% | +6.1% | -38.6% | -38.8% |
| 5Y | -42.6% | +16.3% | -58.9% | -52.0% |
| 10Y | +235.3% | +214.9% | +20.4% | +56.1% |
| All | +235.3% | +222.1% | +13.2% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling