+62.2%
COP vs QID
-21.0%
+83.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +3.4% | -11.8% | +15.2% | +6.4% |
| 30D | -0.6% | +14.2% | -14.8% | -4.7% |
| 3M | +10.8% | +8.8% | +2.0% | +7.5% |
| 6M | +19.6% | +1.5% | +18.1% | +18.0% |
| YTD | +52.9% | -23.8% | +76.7% | +61.7% |
| 1Y | +62.2% | -22.0% | +84.2% | +72.9% |
| All | +62.2% | -21.0% | +83.2% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling