+56.8%
QQQI vs COO
-42.6%
+99.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.7% | +13.8% | +0.9% |
| 7D | -1.0% | -23.3% | +22.3% | +2.1% |
| 30D | -0.6% | -29.5% | +28.9% | +3.7% |
| 3M | +3.4% | -20.0% | +23.3% | +5.8% |
| 6M | +10.6% | -27.2% | +37.8% | +15.1% |
| YTD | +10.3% | -33.9% | +44.2% | +16.6% |
| 1Y | +16.3% | -19.9% | +36.3% | +18.9% |
| All | +56.8% | -42.6% | +99.4% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling