+49.8%
OMC vs QSR
+206.0%
-156.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.9% |
| 7D | -4.2% | -2.4% | -1.9% | -3.4% |
| 30D | -7.5% | +5.7% | -13.2% | -9.3% |
| 3M | +4.6% | +6.9% | -2.3% | +2.2% |
| 6M | -4.8% | +6.9% | -11.7% | -7.2% |
| YTD | -1.0% | +14.9% | -15.9% | -6.0% |
| 1Y | +3.8% | +29.1% | -25.3% | -5.5% |
| 3Y | +10.2% | +26.1% | -15.9% | -0.3% |
| 5Y | +29.7% | +42.3% | -12.6% | +11.3% |
| 10Y | +32.3% | +134.0% | -101.7% | -6.4% |
| All | +49.8% | +206.0% | -156.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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