-72.7%
QS vs COO
-9.3%
-63.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.6% |
| 7D | +8.0% | +4.5% | +3.5% | +7.8% |
| 30D | -2.8% | +16.9% | -19.8% | -3.0% |
| 3M | -28.1% | -16.7% | -11.4% | -28.6% |
| 6M | -41.0% | +5.9% | -46.9% | -41.7% |
| YTD | -57.3% | -22.4% | -34.9% | -53.4% |
| 1Y | -72.7% | -10.1% | -62.6% | -69.9% |
| All | -72.7% | -9.3% | -63.4% | -69.9% |
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 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