+149.8%
QQQM vs OTIS
+14.6%
+135.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.3% |
| 7D | -1.3% | -5.0% | +3.8% | +0.8% |
| 30D | -1.4% | -6.5% | +5.1% | +1.3% |
| 3M | +2.2% | -2.0% | +4.1% | +2.5% |
| 6M | +16.9% | -20.2% | +37.1% | +27.7% |
| YTD | +15.7% | -21.0% | +36.6% | +26.3% |
| 1Y | +22.7% | -20.9% | +43.5% | +33.5% |
| 3Y | +93.9% | -13.3% | +107.3% | +94.4% |
| 5Y | +94.6% | -18.5% | +113.1% | +88.2% |
| All | +149.8% | +14.6% | +135.3% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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