+211.0%
INTU vs ROST
+299.2%
-88.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -8.5% | -2.2% | -6.2% | -7.6% |
| 30D | -6.1% | -11.4% | +5.3% | -1.6% |
| 3M | +7.3% | -1.6% | +9.0% | +7.7% |
| 6M | -33.2% | +6.8% | -40.0% | -35.7% |
| YTD | -52.2% | +25.8% | -78.0% | -57.1% |
| 1Y | -52.7% | +52.4% | -105.1% | -60.9% |
| 3Y | -41.6% | +94.4% | -136.0% | -57.7% |
| 5Y | -42.6% | +108.2% | -150.9% | -60.9% |
| 10Y | +211.0% | +308.5% | -97.4% | +60.4% |
| All | +211.0% | +299.2% | -88.1% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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