Using a unique large-scale survey repeated over a period of 18 weeks during the Omicron variant wave of early 2022, we study how subjective risk perceptions line up with objective risks across various socio-economic groups in Quebec, Canada. We find that perceptions and infection estimates follow surprisingly similar trends in the aggregate but vary significantly across groups. We associate misperceptions with characteristics such as age, vaccination status and sector of employment. We discuss various implications of these results in terms of prevention and of the effectiveness of policy aimed at reducing the risk of infection through information and education.