-42.2%
INTU vs O
+10.1%
-52.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.4% |
| 7D | +0.1% | +3.7% | -3.6% | -1.5% |
| 30D | +15.4% | +11.2% | +4.2% | +10.2% |
| 3M | +6.6% | -4.0% | +10.6% | +8.5% |
| 6M | -11.3% | -5.2% | -6.1% | -9.2% |
| YTD | -47.7% | +9.5% | -57.2% | -50.8% |
| 1Y | -47.0% | +10.6% | -57.6% | -50.5% |
| 3Y | -29.9% | +38.1% | -68.0% | -45.7% |
| All | -42.2% | +10.1% | -52.4% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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