+14,280.4%
INTU vs ROP
+11,340.7%
+2,939.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -2.1% |
| 7D | -7.1% | -4.4% | -2.6% | -5.5% |
| 30D | +1.5% | +3.2% | -1.8% | +0.4% |
| 3M | +10.7% | +23.1% | -12.4% | +2.8% |
| 6M | -23.8% | +13.3% | -37.1% | -26.8% |
| YTD | -49.3% | -7.9% | -41.5% | -47.5% |
| 1Y | -49.7% | -22.1% | -27.6% | -44.8% |
| 3Y | -38.0% | -16.8% | -21.2% | -33.5% |
| 5Y | -38.7% | -13.5% | -25.2% | -34.3% |
| 10Y | +221.3% | +137.7% | +83.7% | +154.0% |
| All | +14,280.4% | +11,340.7% | +2,939.7% | +4,756.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling