+1,450.1%
QLD vs OMC
+56.4%
+1,393.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.8% | +6.8% | -10.6% | -7.3% |
| 30D | -20.5% | +16.2% | -36.7% | -27.5% |
| 3M | -14.6% | +6.0% | -20.7% | -18.4% |
| 6M | -14.7% | +17.7% | -32.4% | -24.9% |
| YTD | +11.2% | +13.5% | -2.3% | -2.0% |
| 1Y | +7.1% | +27.2% | -20.1% | -13.2% |
| 3Y | +141.1% | +30.4% | +110.7% | +85.6% |
| 5Y | +84.3% | +53.5% | +30.8% | +28.1% |
| 10Y | +1,450.1% | +57.0% | +1,393.1% | +924.3% |
| All | +1,450.1% | +56.4% | +1,393.6% | +924.3% |
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