-72.3%
QID vs COO
-23.3%
-49.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.4% | -6.2% |
| 7D | -0.8% | +4.3% | -5.1% | +0.5% |
| 30D | +20.1% | +17.6% | +2.5% | +25.7% |
| 3M | +11.8% | -13.9% | +25.7% | +6.9% |
| 6M | +5.5% | +6.6% | -1.0% | +8.7% |
| YTD | -21.5% | -22.0% | +0.5% | -28.4% |
| 1Y | -22.6% | -8.8% | -13.8% | -24.6% |
| 3Y | -72.3% | -21.5% | -50.8% | -72.0% |
| All | -72.3% | -23.3% | -49.0% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling