+237.9%
INTU vs ROST
+317.2%
-79.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.3% |
| 7D | -1.2% | +3.2% | -4.4% | -2.5% |
| 30D | +12.4% | +7.4% | +5.0% | +9.2% |
| 3M | +2.3% | -6.1% | +8.3% | +4.6% |
| 6M | -13.3% | +6.2% | -19.5% | -16.1% |
| YTD | -47.9% | +33.4% | -81.3% | -54.4% |
| 1Y | -47.2% | +48.8% | -96.0% | -55.9% |
| 3Y | -33.9% | +99.5% | -133.4% | -52.5% |
| 5Y | -41.3% | +112.7% | -154.0% | -60.3% |
| 10Y | +237.9% | +316.4% | -78.6% | +76.8% |
| All | +237.9% | +317.2% | -79.3% | +76.8% |
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