+5.2%
QLD vs COO
-9.4%
+14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +2.6% |
| 7D | -10.3% | +4.7% | -15.0% | -10.3% |
| 30D | -26.1% | +13.9% | -40.0% | -26.3% |
| 3M | -17.8% | -14.9% | -2.8% | -16.8% |
| 6M | -15.6% | +2.0% | -17.6% | -16.9% |
| YTD | +5.4% | -23.9% | +29.3% | +17.8% |
| 1Y | +5.2% | -9.6% | +14.9% | +11.5% |
| All | +5.2% | -9.4% | +14.6% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling