+231.4%
INTU vs OMC
+57.3%
+174.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.2% | +6.8% | -8.1% | -3.8% |
| 30D | +12.4% | +16.2% | -3.7% | +5.9% |
| 3M | +2.3% | +6.0% | -3.8% | 0.0% |
| 6M | -13.3% | +17.7% | -31.0% | -19.0% |
| YTD | -47.9% | +13.5% | -61.3% | -50.9% |
| 1Y | -47.2% | +27.2% | -74.4% | -52.5% |
| 3Y | -33.9% | +30.4% | -64.3% | -42.9% |
| 5Y | -41.3% | +53.5% | -94.8% | -52.9% |
| All | +231.4% | +57.3% | +174.1% | +143.3% |
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