+152.0%
QQQM vs OMC
+81.2%
+70.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -0.6% | -4.4% | +3.8% | +0.4% |
| 30D | -1.2% | -7.6% | +6.4% | +0.5% |
| 3M | -0.1% | +4.5% | -4.6% | -1.7% |
| 6M | +18.0% | -0.3% | +18.2% | +17.2% |
| YTD | +16.7% | -0.1% | +16.8% | +15.3% |
| 1Y | +23.0% | +4.6% | +18.4% | +19.4% |
| 3Y | +93.3% | +10.5% | +82.9% | +81.7% |
| 5Y | +96.3% | +31.7% | +64.6% | +77.8% |
| All | +152.0% | +81.2% | +70.8% | +131.0% |
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