-60.8%
QS vs COO
-18.3%
-42.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.7% | -7.1% |
| 7D | -5.6% | -2.1% | -3.5% | -4.2% |
| 30D | -5.8% | +13.9% | -19.7% | -13.2% |
| 3M | -39.2% | -18.9% | -20.2% | -31.2% |
| 6M | -53.9% | +3.7% | -57.7% | -57.3% |
| YTD | -62.8% | -24.1% | -38.6% | -56.5% |
| 1Y | -73.5% | -14.2% | -59.3% | -72.1% |
| 3Y | -29.1% | -24.5% | -4.6% | -24.1% |
| 5Y | -90.0% | -40.4% | -49.6% | -87.2% |
| All | -60.8% | -18.3% | -42.5% | -43.2% |
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