+14,671.9%
INTU vs OMC
+3,311.0%
+11,360.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +12.8% | +10.6% | +2.2% | +7.8% |
| 3M | +2.1% | +2.6% | -0.5% | +1.1% |
| 6M | -11.5% | +16.6% | -28.1% | -17.9% |
| YTD | -47.9% | +10.9% | -58.8% | -51.0% |
| 1Y | -47.7% | +22.1% | -69.7% | -53.0% |
| 3Y | -34.0% | +27.5% | -61.4% | -43.6% |
| 5Y | -43.5% | +50.6% | -94.2% | -55.9% |
| 10Y | +231.1% | +51.7% | +179.4% | +138.5% |
| All | +14,671.9% | +3,311.0% | +11,360.9% | +2,212.1% |
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