+558.6%
QQQ vs OMC
+34.2%
+524.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.6% | -4.4% | +3.8% | +0.7% |
| 30D | -1.2% | -7.6% | +6.4% | +0.9% |
| 3M | -0.2% | +4.5% | -4.7% | -2.3% |
| 6M | +17.9% | -0.3% | +18.2% | +16.9% |
| YTD | +16.6% | -0.1% | +16.8% | +14.6% |
| 1Y | +23.0% | +4.6% | +18.3% | +18.2% |
| 3Y | +92.9% | +10.5% | +82.5% | +78.7% |
| 5Y | +95.6% | +31.7% | +63.9% | +68.3% |
| All | +558.6% | +34.2% | +524.3% | +443.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling