-99.2%
QID vs COO
+36.7%
-135.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.7% | -4.3% |
| 7D | -1.9% | -9.0% | +7.0% | -8.7% |
| 30D | +1.7% | -16.8% | +18.5% | -11.9% |
| 3M | -3.9% | -7.5% | +3.6% | -9.4% |
| 6M | -30.0% | -16.3% | -13.7% | -39.4% |
| YTD | -28.2% | -22.5% | -5.7% | -41.5% |
| 1Y | -35.6% | -7.0% | -28.7% | -38.4% |
| 3Y | -74.3% | -27.5% | -46.8% | -78.3% |
| 5Y | -80.8% | -43.3% | -37.5% | -84.3% |
| 10Y | -99.2% | +37.6% | -136.7% | -98.1% |
| All | -99.2% | +36.7% | -135.9% | -98.1% |
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