+8,329.0%
QLD vs COO
+491.9%
+7,837.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | -2.0% |
| 7D | -9.4% | +8.4% | -17.8% | -14.3% |
| 30D | -17.1% | +13.5% | -30.5% | -24.3% |
| 3M | -10.4% | -13.8% | +3.3% | -3.7% |
| 6M | +0.7% | +4.7% | -4.0% | -7.3% |
| YTD | +17.7% | -21.4% | +39.1% | +31.7% |
| 1Y | +14.7% | -6.7% | +21.4% | +13.3% |
| 3Y | +169.6% | -23.0% | +192.6% | +185.4% |
| 5Y | +86.7% | -38.7% | +125.4% | +138.9% |
| 10Y | +1,600.8% | +46.8% | +1,554.0% | +1,194.1% |
| All | +8,329.0% | +491.9% | +7,837.1% | +2,233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling