-28.4%
QS vs COO
+4.1%
-32.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.6% |
| 7D | -2.3% | -2.2% | -0.1% | -2.2% |
| 30D | -0.7% | -7.0% | +6.3% | -0.4% |
| 3M | -39.6% | +12.2% | -51.9% | -40.5% |
| 6M | -21.7% | -15.1% | -6.6% | -14.7% |
| YTD | -47.4% | -15.1% | -32.3% | -42.6% |
| 1Y | -28.4% | +2.3% | -30.7% | -26.1% |
| All | -28.4% | +4.1% | -32.5% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling