+534.7%
QQQ vs COP
+342.2%
+192.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +3.6% | +4.4% | -0.8% | +2.8% |
| 30D | -6.7% | 0.0% | -6.7% | -6.9% |
| 3M | -7.0% | +15.0% | -22.1% | -9.9% |
| 6M | -4.7% | +22.0% | -26.7% | -9.0% |
| YTD | +11.1% | +55.3% | -44.3% | -0.1% |
| 1Y | +12.3% | +64.1% | -51.9% | -0.3% |
| 3Y | +83.3% | +34.1% | +49.2% | +67.6% |
| 5Y | +77.5% | +133.4% | -55.9% | +39.5% |
| All | +534.7% | +342.2% | +192.5% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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