+102.3%
INTC vs OMC
+31.0%
+71.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -6.0% |
| 7D | +9.4% | -6.2% | +15.7% | +11.5% |
| 30D | +2.7% | -7.6% | +10.2% | +4.9% |
| 3M | -6.3% | +7.4% | -13.7% | -10.5% |
| 6M | +114.5% | +0.1% | +114.3% | +110.0% |
| YTD | +171.9% | +0.4% | +171.4% | +161.9% |
| 1Y | +305.0% | +7.8% | +297.2% | +269.3% |
| 3Y | +168.3% | +11.8% | +156.5% | +139.4% |
| 5Y | +102.3% | +32.5% | +69.8% | +57.6% |
| All | +102.3% | +31.0% | +71.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling