-74.4%
QID vs COO
-23.3%
-51.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | -0.6% |
| 7D | -2.7% | -2.3% | -0.4% | -3.4% |
| 30D | +1.8% | -8.8% | +10.6% | -1.2% |
| 3M | -2.2% | +1.3% | -3.5% | -1.4% |
| 6M | -32.1% | -11.6% | -20.6% | -35.5% |
| YTD | -28.6% | -17.4% | -11.2% | -33.8% |
| 1Y | -36.3% | -1.6% | -34.7% | -36.2% |
| 3Y | -74.4% | -22.6% | -51.8% | -74.7% |
| All | -74.4% | -23.3% | -51.1% | -74.7% |
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