+93.9%
QQQ vs OMC
+31.0%
+63.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.5% |
| 7D | -1.3% | -6.2% | +5.0% | +0.5% |
| 30D | -1.4% | -7.6% | +6.2% | +0.7% |
| 3M | +2.3% | +7.4% | -5.1% | -0.7% |
| 6M | +16.9% | +0.1% | +16.7% | +15.8% |
| YTD | +15.6% | +0.4% | +15.2% | +13.7% |
| 1Y | +22.6% | +7.8% | +14.9% | +16.6% |
| 3Y | +93.5% | +11.8% | +81.7% | +75.2% |
| 5Y | +93.9% | +32.5% | +61.5% | +58.7% |
| All | +93.9% | +31.0% | +63.0% | +58.7% |
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