+9.5%
OMC vs QS
-25.4%
+34.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.6% | +3.1% | -3.3% |
| 7D | -4.2% | -4.2% | 0.0% | -4.1% |
| 30D | -7.5% | -15.7% | +8.2% | -7.0% |
| 3M | +4.6% | -28.7% | +33.3% | +5.5% |
| 6M | -4.8% | -23.2% | +18.4% | -4.5% |
| YTD | -1.0% | -49.9% | +48.9% | +0.7% |
| 1Y | +3.8% | -38.8% | +42.6% | +3.5% |
| All | +9.5% | -25.4% | +34.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling