+25.4%
OMC vs QID
-20.9%
+46.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.3% |
| 7D | +1.9% | -7.1% | +9.0% | +1.9% |
| 30D | +12.2% | +12.6% | -0.4% | +11.9% |
| 3M | +0.6% | +14.2% | -13.6% | +0.4% |
| 6M | +21.0% | +6.2% | +14.8% | +20.3% |
| YTD | +12.4% | -21.8% | +34.2% | +7.7% |
| 1Y | +25.4% | -23.1% | +48.5% | +20.6% |
| All | +25.4% | -20.9% | +46.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling