+233.5%
INTU vs ROST
+321.2%
-87.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.3% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | +12.0% | +6.8% | +5.1% | +9.0% |
| 3M | +2.3% | -4.0% | +6.3% | +3.8% |
| 6M | -12.1% | +12.9% | -25.0% | -16.9% |
| YTD | -47.5% | +34.7% | -82.3% | -54.3% |
| 1Y | -46.9% | +49.5% | -96.4% | -55.8% |
| 3Y | -33.5% | +101.5% | -134.9% | -52.4% |
| 5Y | -41.2% | +120.7% | -161.9% | -60.8% |
| 10Y | +233.5% | +317.8% | -84.3% | +74.4% |
| All | +233.5% | +321.2% | -87.7% | +74.4% |
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