-31.8%
INTU vs ROST
+93.3%
-125.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +15.4% | +2.5% | +13.0% | +14.9% |
| 3M | +6.6% | -9.0% | +15.5% | +8.3% |
| 6M | -11.3% | +1.3% | -12.7% | -11.8% |
| YTD | -47.7% | +29.1% | -76.8% | -50.8% |
| 1Y | -47.0% | +45.4% | -92.4% | -51.6% |
| All | -31.8% | +93.3% | -125.2% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling