-47.7%
QS vs COO
-28.8%
-18.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.9% | +8.7% |
| 7D | -5.0% | -23.3% | +18.4% | +11.8% |
| 30D | -18.3% | -29.5% | +11.2% | +1.5% |
| 3M | -26.0% | -20.0% | -6.0% | -16.5% |
| 6M | -24.0% | -27.2% | +3.2% | -9.6% |
| YTD | -50.3% | -33.9% | -16.4% | -36.4% |
| 1Y | -38.0% | -19.9% | -18.0% | -32.8% |
| 3Y | -24.6% | -38.1% | +13.5% | -5.9% |
| 5Y | -75.4% | -52.0% | -23.4% | -64.6% |
| All | -47.7% | -28.8% | -18.9% | -16.9% |
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