+62.6%
QLD vs COO
-39.4%
+102.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.4% | -11.3% | -11.9% |
| 7D | -18.6% | +5.3% | -23.8% | -21.0% |
| 30D | -28.3% | +12.5% | -40.8% | -33.6% |
| 3M | -20.4% | -15.1% | -5.2% | -13.3% |
| 6M | -14.3% | +3.7% | -18.0% | -20.5% |
| YTD | +2.8% | -22.5% | +25.3% | +17.8% |
| 1Y | -1.2% | -7.8% | +6.6% | -1.3% |
| 3Y | +135.3% | -24.1% | +159.4% | +141.8% |
| 5Y | +62.6% | -40.1% | +102.7% | +106.9% |
| All | +62.6% | -39.4% | +102.0% | +106.9% |
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