+1,501.1%
QQQ vs COO
+3,560.0%
-2,059.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +6.4% | -2.1% | +8.4% | +7.0% |
| 30D | -7.5% | +13.9% | -21.4% | -10.8% |
| 3M | -4.8% | -18.9% | +14.1% | 0.0% |
| 6M | -2.5% | +3.7% | -6.2% | -4.9% |
| YTD | +12.4% | -24.1% | +36.5% | +19.4% |
| 1Y | +11.3% | -14.2% | +25.5% | +14.1% |
| 3Y | +85.0% | -24.5% | +109.4% | +91.6% |
| 5Y | +79.6% | -40.4% | +120.1% | +97.8% |
| 10Y | +535.9% | +40.5% | +495.4% | +457.7% |
| All | +1,501.1% | +3,560.0% | -2,059.0% | +588.6% |
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 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