-47.7%
INTU vs ROST
+46.7%
-94.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.4% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | +12.8% | +5.1% | +7.7% | +12.1% |
| 3M | +2.1% | -4.3% | +6.4% | +2.2% |
| 6M | -11.5% | +9.4% | -20.9% | -12.6% |
| YTD | -47.9% | +32.5% | -80.4% | -51.0% |
| 1Y | -47.7% | +46.9% | -94.6% | -53.1% |
| All | -47.7% | +46.7% | -94.4% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling