+7,443.4%
QLD vs OMC
+243.0%
+7,200.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +3.2% |
| 7D | -10.3% | +6.3% | -16.6% | -15.0% |
| 30D | -26.1% | +15.4% | -41.4% | -35.4% |
| 3M | -17.8% | +5.8% | -23.5% | -23.3% |
| 6M | -15.6% | +14.7% | -30.2% | -29.0% |
| YTD | +5.4% | +10.3% | -4.9% | -12.0% |
| 1Y | +5.2% | +23.2% | -18.0% | -21.8% |
| 3Y | +139.4% | +24.6% | +114.8% | +65.7% |
| 5Y | +66.7% | +50.1% | +16.6% | -5.3% |
| 10Y | +1,422.1% | +54.3% | +1,367.8% | +608.0% |
| All | +7,443.4% | +243.0% | +7,200.5% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling