+1,570.9%
QQQ vs COO
+3,995.5%
-2,424.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | +0.2% | -7.0% | +7.2% | +2.2% |
| 3M | -2.8% | +12.2% | -15.0% | -6.4% |
| 6M | +18.0% | -15.1% | +33.1% | +22.5% |
| YTD | +17.3% | -15.1% | +32.4% | +21.8% |
| 1Y | +25.6% | +2.3% | +23.3% | +23.2% |
| 3Y | +93.7% | -23.7% | +117.4% | +101.6% |
| 5Y | +94.2% | -38.9% | +133.1% | +113.5% |
| 10Y | +557.9% | +49.9% | +507.9% | +469.8% |
| All | +1,570.9% | +3,995.5% | -2,424.6% | +602.1% |
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 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