-43.2%
INTU vs ROP
+1.9%
-45.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | +0.1% | +0.7% | -0.7% | -0.6% |
| 30D | +10.1% | +28.8% | -18.7% | -13.1% |
| 3M | -4.2% | +21.1% | -25.2% | -19.8% |
| 6M | -7.2% | +52.5% | -59.8% | -37.2% |
| YTD | -47.7% | +8.9% | -56.6% | -51.9% |
| 1Y | -46.7% | +8.2% | -54.9% | -50.7% |
| 3Y | -34.1% | -5.2% | -28.9% | -34.0% |
| All | -43.2% | +1.9% | -45.1% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling