-100.0%
QID vs COO
+481.5%
-581.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -5.3% |
| 7D | -1.1% | -2.3% | +1.2% | -2.5% |
| 30D | +14.4% | +13.3% | +1.1% | +24.3% |
| 3M | +6.7% | -18.1% | +24.7% | -6.1% |
| 6M | +2.6% | +6.7% | -4.1% | +7.5% |
| YTD | -24.2% | -23.2% | -1.0% | -35.9% |
| 1Y | -22.3% | -12.3% | -10.0% | -27.8% |
| 3Y | -72.0% | -23.6% | -48.5% | -74.4% |
| 5Y | -78.2% | -38.7% | -39.5% | -79.9% |
| 10Y | -99.1% | +42.2% | -141.3% | -98.1% |
| All | -100.0% | +481.5% | -581.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling