-100.0%
QID vs COO
+543.1%
-643.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -1.3% |
| 7D | -0.6% | -2.2% | +1.6% | -2.1% |
| 30D | 0.0% | -7.0% | +7.0% | -4.7% |
| 3M | +3.7% | +12.2% | -8.5% | +11.7% |
| 6M | -29.9% | -15.1% | -14.7% | -37.2% |
| YTD | -28.8% | -15.1% | -13.7% | -36.0% |
| 1Y | -37.2% | +2.3% | -39.5% | -35.4% |
| 3Y | -73.7% | -23.7% | -50.0% | -76.1% |
| 5Y | -80.7% | -38.9% | -41.8% | -82.3% |
| 10Y | -99.1% | +49.9% | -149.1% | -98.2% |
| All | -100.0% | +543.1% | -643.0% | -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