+153.8%
QLD vs OMC
+31.0%
+122.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | +1.6% | -2.7% | -1.6% |
| 30D | -15.7% | +15.3% | -31.0% | -19.4% |
| 3M | -10.0% | +4.5% | -14.5% | -11.4% |
| 6M | -11.2% | +20.8% | -32.0% | -17.7% |
| YTD | +16.4% | +13.5% | +2.8% | +10.2% |
| 1Y | +12.7% | +25.2% | -12.6% | +0.7% |
| All | +153.8% | +31.0% | +122.8% | +122.4% |
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