-38.1%
INTU vs OMC
+14.9%
-53.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.5% |
| 7D | -7.1% | -6.4% | -0.7% | -5.0% |
| 30D | +1.5% | +1.1% | +0.3% | +1.2% |
| 3M | +10.7% | +10.4% | +0.3% | +7.2% |
| 6M | -23.8% | -1.7% | -22.1% | -23.6% |
| YTD | -49.3% | +4.4% | -53.7% | -50.1% |
| 1Y | -49.7% | +8.4% | -58.1% | -51.2% |
| All | -38.1% | +14.9% | -53.1% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling