+14,280.4%
INTU vs OMC
+3,112.2%
+11,168.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.2% |
| 7D | -7.1% | -6.4% | -0.7% | -4.3% |
| 30D | +1.5% | +1.1% | +0.3% | +1.0% |
| 3M | +10.7% | +10.4% | +0.3% | +5.5% |
| 6M | -23.8% | -1.7% | -22.1% | -23.7% |
| YTD | -49.3% | +4.4% | -53.7% | -51.0% |
| 1Y | -49.7% | +8.4% | -58.1% | -52.6% |
| 3Y | -38.0% | +14.4% | -52.4% | -44.4% |
| 5Y | -38.7% | +33.9% | -72.6% | -49.7% |
| 10Y | +221.3% | +34.9% | +186.5% | +144.3% |
| All | +14,280.4% | +3,112.2% | +11,168.3% | +2,211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling