+1,351.8%
QLD vs COO
+41.2%
+1,310.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.9% |
| 7D | -10.3% | +4.7% | -15.0% | -13.4% |
| 30D | -26.1% | +13.9% | -40.0% | -33.5% |
| 3M | -17.8% | -14.9% | -2.8% | -9.5% |
| 6M | -15.6% | +2.0% | -17.6% | -22.1% |
| YTD | +5.4% | -23.9% | +29.3% | +23.6% |
| 1Y | +5.2% | -9.6% | +14.9% | +5.9% |
| 3Y | +139.4% | -25.4% | +164.9% | +155.5% |
| 5Y | +66.7% | -41.2% | +107.9% | +127.5% |
| All | +1,351.8% | +41.2% | +1,310.6% | +958.6% |
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