+211.1%
INTU vs ROP
+134.1%
+77.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -1.9% |
| 7D | -7.5% | -5.4% | -2.1% | -3.4% |
| 30D | -1.9% | -1.6% | -0.3% | -0.5% |
| 3M | +4.9% | +18.8% | -14.0% | -8.3% |
| 6M | -33.2% | +8.2% | -41.4% | -36.9% |
| YTD | -51.4% | -10.5% | -40.9% | -47.1% |
| 1Y | -52.0% | -23.7% | -28.2% | -41.2% |
| 3Y | -40.7% | -17.9% | -22.8% | -32.1% |
| 5Y | -41.7% | -15.3% | -26.4% | -34.4% |
| 10Y | +211.1% | +133.4% | +77.7% | +95.0% |
| All | +211.1% | +134.1% | +77.0% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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