-23.8%
INTU vs ROP
+14.8%
-38.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | +0.4% |
| 7D | -7.1% | -4.4% | -2.6% | -2.5% |
| 30D | +1.5% | +3.2% | -1.8% | -1.9% |
| 3M | +10.7% | +23.1% | -12.4% | -12.3% |
| 6M | -23.8% | +13.3% | -37.1% | -32.2% |
| All | -23.8% | +14.8% | -38.7% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling