+43.8%
QLD vs OMC
+9.8%
+34.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +0.6% | -6.4% | +7.0% | +0.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.1% |
| 3M | -8.4% | +10.4% | -18.8% | -8.5% |
| 6M | +32.2% | -1.7% | +33.9% | +32.3% |
| YTD | +28.9% | +4.4% | +24.5% | +28.2% |
| 1Y | +43.8% | +8.4% | +35.4% | +42.9% |
| All | +43.8% | +9.8% | +34.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling