-55.1%
QS vs COO
-16.5%
-38.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.3% |
| 7D | +8.0% | +4.5% | +3.5% | +5.2% |
| 30D | -2.8% | +16.9% | -19.8% | -12.0% |
| 3M | -28.1% | -16.7% | -11.4% | -20.1% |
| 6M | -41.0% | +5.9% | -46.9% | -46.2% |
| YTD | -57.3% | -22.4% | -34.9% | -50.9% |
| 1Y | -72.7% | -10.1% | -62.6% | -72.2% |
| 3Y | -18.6% | -22.8% | +4.1% | -14.3% |
| 5Y | -87.0% | -41.4% | -45.6% | -83.4% |
| All | -55.1% | -16.5% | -38.6% | -35.9% |
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 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