+14,280.4%
INTU vs ROST
+50,612.9%
-36,332.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -7.1% | +0.9% | -8.0% | -7.3% |
| 30D | +1.5% | -8.9% | +10.3% | +4.0% |
| 3M | +10.7% | -0.8% | +11.5% | +10.6% |
| 6M | -23.8% | +8.5% | -32.3% | -26.0% |
| YTD | -49.3% | +28.6% | -77.9% | -53.1% |
| 1Y | -49.7% | +52.3% | -102.0% | -55.7% |
| 3Y | -38.0% | +94.8% | -132.9% | -49.7% |
| 5Y | -38.7% | +110.8% | -149.5% | -51.9% |
| 10Y | +221.3% | +304.5% | -83.2% | +107.4% |
| All | +14,280.4% | +50,612.9% | -36,332.4% | +3,540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling