+153.2%
QQQM vs COO
-24.8%
+178.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.8% |
| 7D | +1.5% | -2.3% | +3.8% | +2.2% |
| 30D | -0.7% | -8.8% | +8.2% | +2.2% |
| 3M | +0.4% | +1.3% | -0.9% | -0.5% |
| 6M | +20.1% | -11.6% | +31.6% | +24.3% |
| YTD | +17.2% | -17.4% | +34.6% | +24.1% |
| 1Y | +24.7% | -1.6% | +26.3% | +23.4% |
| 3Y | +96.6% | -22.6% | +119.2% | +103.6% |
| 5Y | +95.0% | -40.3% | +135.4% | +114.1% |
| All | +153.2% | -24.8% | +178.0% | +161.8% |
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