-22.0%
QID vs COO
-7.7%
-14.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -1.8% |
| 7D | +9.8% | +8.4% | +1.4% | +9.9% |
| 30D | +18.9% | +13.5% | +5.4% | +19.2% |
| 3M | +9.6% | -13.8% | +23.3% | +8.3% |
| 6M | -7.8% | +4.7% | -12.5% | -7.0% |
| YTD | -23.3% | -21.4% | -1.9% | -31.1% |
| 1Y | -22.0% | -6.7% | -15.3% | -25.3% |
| All | -22.0% | -7.7% | -14.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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