+235.3%
OMC vs QID
-100.0%
+335.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.6% |
| 7D | -6.4% | -0.6% | -5.8% | -6.6% |
| 30D | +1.1% | 0.0% | +1.1% | +1.2% |
| 3M | +10.4% | +3.7% | +6.7% | +12.5% |
| 6M | -1.7% | -29.9% | +28.1% | -11.9% |
| YTD | +4.4% | -28.8% | +33.2% | -5.5% |
| 1Y | +8.4% | -37.2% | +45.6% | -5.8% |
| 3Y | +14.4% | -73.7% | +88.1% | -21.3% |
| 5Y | +33.9% | -80.7% | +114.6% | -7.0% |
| 10Y | +34.9% | -99.1% | +134.0% | -66.0% |
| All | +235.3% | -100.0% | +335.2% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling