+82.1%
QLD vs COO
-40.4%
+122.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | -14.3% | +14.2% | -28.5% | -21.4% |
| 3M | -16.0% | -18.2% | +2.2% | -6.2% |
| 6M | -14.2% | +5.3% | -19.6% | -21.5% |
| YTD | +12.8% | -23.6% | +36.3% | +30.4% |
| 1Y | +14.1% | -12.7% | +26.7% | +18.5% |
| 3Y | +146.0% | -24.2% | +170.2% | +150.5% |
| All | +82.1% | -40.4% | +122.5% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling