+5.2%
QLD vs OMC
+22.0%
-16.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.5% |
| 7D | -10.3% | +6.3% | -16.6% | -10.1% |
| 30D | -26.1% | +15.4% | -41.4% | -25.9% |
| 3M | -17.8% | +5.8% | -23.5% | -17.4% |
| 6M | -15.6% | +14.7% | -30.2% | -15.4% |
| YTD | +5.4% | +10.3% | -4.9% | +5.0% |
| 1Y | +5.2% | +23.2% | -18.0% | +5.1% |
| All | +5.2% | +22.0% | -16.7% | +5.1% |
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 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