-42.6%
INTU vs OMC
+29.1%
-71.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.1% |
| 7D | -8.5% | -4.2% | -4.2% | -6.8% |
| 30D | -6.1% | -7.5% | +1.4% | -2.9% |
| 3M | +7.3% | +4.6% | +2.7% | +5.2% |
| 6M | -33.2% | -4.8% | -28.4% | -32.0% |
| YTD | -52.2% | -1.0% | -51.1% | -52.3% |
| 1Y | -52.7% | +3.8% | -56.5% | -54.1% |
| 3Y | -41.6% | +10.2% | -51.8% | -47.5% |
| 5Y | -42.6% | +29.7% | -72.4% | -52.4% |
| All | -42.6% | +29.1% | -71.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling