-80.7%
QID vs COO
-51.8%
-28.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -14.7% | +17.0% | -6.9% |
| 7D | +2.7% | -23.3% | +26.1% | -12.7% |
| 30D | +3.3% | -29.5% | +32.8% | -16.9% |
| 3M | -5.5% | -20.0% | +14.4% | -17.3% |
| 6M | -28.4% | -27.2% | -1.2% | -41.7% |
| YTD | -26.6% | -33.9% | +7.3% | -44.1% |
| 1Y | -34.1% | -19.9% | -14.2% | -41.6% |
| 3Y | -73.7% | -38.1% | -35.6% | -79.1% |
| 5Y | -80.7% | -52.0% | -28.7% | -85.4% |
| All | -80.7% | -51.8% | -28.9% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling