+139.4%
QLD vs COO
-25.3%
+164.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.0% |
| 7D | -10.3% | +4.7% | -15.0% | -11.4% |
| 30D | -26.1% | +13.9% | -40.0% | -28.8% |
| 3M | -17.8% | -14.9% | -2.8% | -14.1% |
| 6M | -15.6% | +2.0% | -17.6% | -18.1% |
| YTD | +5.4% | -23.9% | +29.3% | +15.2% |
| 1Y | +5.2% | -9.6% | +14.9% | +7.1% |
| 3Y | +139.4% | -25.4% | +164.9% | +146.7% |
| All | +139.4% | -25.3% | +164.8% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling