+32.5%
OMC vs QS
-75.8%
+108.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.5% |
| 7D | -6.2% | -5.0% | -1.3% | -5.9% |
| 30D | -7.6% | -18.3% | +10.7% | -6.4% |
| 3M | +7.4% | -26.0% | +33.4% | +8.9% |
| 6M | +0.1% | -24.0% | +24.2% | +1.0% |
| YTD | +0.4% | -50.3% | +50.7% | +3.9% |
| 1Y | +7.8% | -38.0% | +45.7% | +7.8% |
| 3Y | +11.8% | -24.6% | +36.4% | +3.0% |
| 5Y | +32.5% | -75.4% | +107.9% | +27.4% |
| All | +32.5% | -75.8% | +108.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling