+152.0%
QQQM vs COO
-40.1%
+192.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.6% | -22.5% | +22.0% | +7.0% |
| 30D | -1.2% | -29.7% | +28.5% | +9.6% |
| 3M | -0.1% | -20.1% | +20.0% | +6.0% |
| 6M | +18.0% | -26.9% | +44.9% | +28.6% |
| YTD | +16.7% | -34.2% | +50.9% | +31.8% |
| 1Y | +23.0% | -21.3% | +44.3% | +29.6% |
| 3Y | +93.3% | -38.7% | +132.0% | +114.2% |
| 5Y | +96.3% | -52.2% | +148.5% | +129.6% |
| All | +152.0% | -40.1% | +192.1% | +178.0% |
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