+121.0%
QLD vs OMC
+33.9%
+87.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.7% |
| 7D | +0.6% | -6.4% | +7.0% | +4.2% |
| 30D | -0.1% | +1.1% | -1.2% | -1.1% |
| 3M | -8.4% | +10.4% | -18.8% | -15.1% |
| 6M | +32.2% | -1.7% | +33.9% | +31.1% |
| YTD | +28.9% | +4.4% | +24.5% | +20.9% |
| 1Y | +43.8% | +8.4% | +35.4% | +28.8% |
| 3Y | +176.6% | +14.4% | +162.2% | +124.9% |
| All | +121.0% | +33.9% | +87.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling