+1,418.0%
QLD vs OMC
+56.1%
+1,361.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.4% |
| 7D | -1.4% | +5.4% | -6.8% | -4.3% |
| 30D | -19.6% | +15.7% | -35.3% | -26.5% |
| 3M | -14.1% | +4.9% | -19.0% | -17.4% |
| 6M | -13.6% | +17.3% | -30.9% | -23.8% |
| YTD | +12.5% | +13.0% | -0.5% | -0.6% |
| 1Y | +13.1% | +24.1% | -10.9% | -6.8% |
| 3Y | +154.7% | +31.2% | +123.5% | +95.1% |
| 5Y | +81.1% | +53.4% | +27.7% | +25.9% |
| 10Y | +1,418.0% | +55.5% | +1,362.4% | +904.1% |
| All | +1,418.0% | +56.1% | +1,361.9% | +904.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling