+235.3%
INTU vs ROP
+189.6%
+45.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.1% |
| 7D | -3.9% | -1.6% | -2.3% | -2.6% |
| 30D | +11.7% | +29.5% | -17.8% | -9.0% |
| 3M | +4.5% | +17.5% | -13.1% | -8.0% |
| 6M | -13.9% | +38.1% | -51.9% | -33.0% |
| YTD | -48.2% | +7.0% | -55.2% | -51.0% |
| 1Y | -47.1% | +6.5% | -53.7% | -49.9% |
| 3Y | -32.5% | -5.5% | -27.0% | -31.0% |
| 5Y | -42.6% | -0.4% | -42.2% | -43.3% |
| 10Y | +235.3% | +183.6% | +51.7% | +96.8% |
| All | +235.3% | +189.6% | +45.7% | +96.8% |
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