+209.1%
INTU vs OMC
+35.0%
+174.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -1.0% |
| 7D | -9.2% | -6.2% | -2.9% | -6.8% |
| 30D | -7.0% | -7.6% | +0.5% | -4.0% |
| 3M | +10.5% | +7.4% | +3.1% | +7.3% |
| 6M | -30.6% | +0.1% | -30.7% | -30.9% |
| YTD | -52.3% | +0.4% | -52.8% | -52.9% |
| 1Y | -51.8% | +7.8% | -59.6% | -53.9% |
| 3Y | -41.8% | +11.8% | -53.7% | -46.6% |
| 5Y | -42.8% | +32.5% | -75.3% | -51.5% |
| All | +209.1% | +35.0% | +174.1% | +139.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling