+337.5%
COP vs QID
-99.1%
+436.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +1.0% |
| 7D | +1.0% | +2.7% | -1.8% | +1.7% |
| 30D | +9.6% | +3.3% | +6.2% | +10.5% |
| 3M | +15.0% | -5.5% | +20.6% | +13.3% |
| 6M | +21.8% | -28.4% | +50.2% | +10.7% |
| YTD | +49.6% | -26.6% | +76.2% | +37.3% |
| 1Y | +49.9% | -34.1% | +84.0% | +33.6% |
| 3Y | +22.6% | -73.7% | +96.3% | -13.0% |
| 5Y | +193.6% | -80.7% | +274.3% | +109.3% |
| All | +337.5% | -99.1% | +436.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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