+91.6%
QQQM vs COO
-38.4%
+130.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.7% | +13.6% | +1.2% |
| 7D | -1.3% | -23.3% | +22.1% | +2.7% |
| 30D | -1.4% | -29.5% | +28.1% | +3.9% |
| 3M | +2.2% | -20.0% | +22.1% | +5.2% |
| 6M | +16.9% | -27.2% | +44.1% | +22.8% |
| YTD | +15.7% | -33.9% | +49.6% | +23.8% |
| 1Y | +22.7% | -19.9% | +42.6% | +25.9% |
| All | +91.6% | -38.4% | +130.0% | +101.1% |
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 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