+14,729.7%
INTU vs ROL
+4,208.1%
+10,521.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -2.9% |
| 7D | +0.1% | +9.5% | -9.4% | -3.7% |
| 30D | +15.4% | +22.9% | -7.5% | +5.9% |
| 3M | +6.6% | +3.5% | +3.0% | +5.0% |
| 6M | -11.3% | -29.4% | +18.1% | +2.0% |
| YTD | -47.7% | -36.1% | -11.7% | -37.9% |
| 1Y | -47.0% | -34.4% | -12.7% | -37.8% |
| 3Y | -29.9% | +4.0% | -33.9% | -33.5% |
| 5Y | -42.2% | +13.2% | -55.4% | -47.9% |
| 10Y | +251.7% | +219.7% | +32.0% | +102.3% |
| All | +14,729.7% | +4,208.1% | +10,521.5% | +2,426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling