+1,631.1%
QLD vs COO
+49.3%
+1,581.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.5% |
| 7D | +0.6% | -2.2% | +2.8% | +2.3% |
| 30D | -0.1% | -7.0% | +6.9% | +5.3% |
| 3M | -8.4% | +12.2% | -20.6% | -18.9% |
| 6M | +32.2% | -15.1% | +47.3% | +46.6% |
| YTD | +28.9% | -15.1% | +44.0% | +42.6% |
| 1Y | +43.8% | +2.3% | +41.5% | +33.7% |
| 3Y | +176.6% | -23.7% | +200.3% | +202.4% |
| 5Y | +121.6% | -38.9% | +160.5% | +205.1% |
| All | +1,631.1% | +49.3% | +1,581.8% | +1,105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling