-76.9%
QID vs COO
-40.8%
-36.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.4% | -5.3% |
| 7D | -0.8% | +4.3% | -5.1% | +2.0% |
| 30D | +20.1% | +17.6% | +2.5% | +32.5% |
| 3M | +11.8% | -13.9% | +25.7% | +1.8% |
| 6M | +5.5% | +6.6% | -1.0% | +10.7% |
| YTD | -21.5% | -22.0% | +0.5% | -33.9% |
| 1Y | -22.6% | -8.8% | -13.8% | -26.4% |
| 3Y | -72.3% | -21.5% | -50.8% | -73.6% |
| 5Y | -76.9% | -41.0% | -35.9% | -78.7% |
| All | -76.9% | -40.8% | -36.1% | -78.7% |
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 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