+3.4%
OMC vs Q
+75.4%
-72.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.4% |
| 7D | -6.2% | +4.1% | -10.3% | -6.0% |
| 30D | -7.6% | -10.7% | +3.2% | -7.9% |
| 3M | +7.4% | -11.7% | +19.1% | +6.3% |
| 6M | +0.1% | +8.3% | -8.2% | -1.6% |
| YTD | +0.4% | +51.3% | -50.9% | +0.4% |
| All | +3.4% | +75.4% | -72.0% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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