+236.7%
INTU vs OMC
+53.0%
+183.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | +10.1% | +12.2% | -2.1% | +5.1% |
| 3M | -4.2% | +0.6% | -4.8% | -4.4% |
| 6M | -7.2% | +21.0% | -28.2% | -14.3% |
| YTD | -47.7% | +12.4% | -60.0% | -50.5% |
| 1Y | -46.7% | +25.4% | -72.1% | -51.8% |
| 3Y | -34.1% | +29.2% | -63.3% | -42.8% |
| 5Y | -43.3% | +52.6% | -95.9% | -54.3% |
| All | +236.7% | +53.0% | +183.7% | +147.9% |
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