+30.9%
COP vs QQQI
+57.7%
-26.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +8.6% | -0.3% | +8.9% | +8.7% |
| 3M | +19.9% | +1.3% | +18.5% | +18.9% |
| 6M | +19.0% | +11.5% | +7.5% | +12.7% |
| YTD | +50.0% | +11.3% | +38.7% | +41.9% |
| 1Y | +50.5% | +16.9% | +33.6% | +37.9% |
| All | +30.9% | +57.7% | -26.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 3y: compounded portfolio wealth divided by compounded QQQI 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…
3y analysis · Full analysis span regression · 6 months rolling