+32.5%
OMC vs QID
-80.2%
+112.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +2.0% |
| 7D | -6.2% | +2.7% | -9.0% | -5.6% |
| 30D | -7.6% | +3.3% | -10.9% | -6.8% |
| 3M | +7.4% | -5.5% | +12.9% | +6.3% |
| 6M | +0.1% | -28.4% | +28.6% | -7.1% |
| YTD | +0.4% | -26.6% | +27.0% | -5.9% |
| 1Y | +7.8% | -34.1% | +41.9% | -1.7% |
| 3Y | +11.8% | -73.7% | +85.5% | -15.8% |
| 5Y | +32.5% | -80.7% | +113.1% | -4.7% |
| All | +32.5% | -80.2% | +112.6% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling