-99.1%
QID vs COO
+41.1%
-140.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +3.2% |
| 7D | -7.1% | +0.5% | -7.6% | -6.7% |
| 30D | +12.6% | +14.2% | -1.5% | +24.4% |
| 3M | +14.2% | -18.2% | +32.5% | -2.0% |
| 6M | +6.2% | +5.3% | +0.8% | +10.9% |
| YTD | -21.8% | -23.6% | +1.8% | -36.7% |
| 1Y | -23.1% | -12.7% | -10.4% | -30.2% |
| 3Y | -71.3% | -24.2% | -47.1% | -74.7% |
| 5Y | -77.0% | -40.0% | -37.0% | -80.2% |
| All | -99.1% | +41.1% | -140.1% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling