+571.7%
QQQ vs COO
+36.7%
+535.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +2.1% |
| 7D | +1.0% | -9.0% | +10.0% | +4.6% |
| 30D | -0.6% | -16.8% | +16.2% | +6.5% |
| 3M | +1.3% | -7.5% | +8.8% | +3.7% |
| 6M | +18.1% | -16.3% | +34.4% | +25.3% |
| YTD | +16.9% | -22.5% | +39.4% | +27.9% |
| 1Y | +24.0% | -7.0% | +31.0% | +24.7% |
| 3Y | +95.6% | -27.5% | +123.1% | +109.2% |
| 5Y | +94.5% | -43.3% | +137.8% | +129.7% |
| 10Y | +571.7% | +37.6% | +534.1% | +437.6% |
| All | +571.7% | +36.7% | +535.0% | +437.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling