+139.4%
QLD vs OMC
+23.9%
+115.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.8% |
| 7D | -10.3% | +6.3% | -16.6% | -11.9% |
| 30D | -26.1% | +15.4% | -41.4% | -29.4% |
| 3M | -17.8% | +5.8% | -23.5% | -19.5% |
| 6M | -15.6% | +14.7% | -30.2% | -20.4% |
| YTD | +5.4% | +10.3% | -4.9% | +0.5% |
| 1Y | +5.2% | +23.2% | -18.0% | -6.0% |
| 3Y | +139.4% | +24.6% | +114.8% | +109.8% |
| All | +139.4% | +23.9% | +115.5% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling