-16.3%
QS vs COO
-23.3%
+7.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.9% |
| 7D | +13.7% | +4.3% | +9.4% | +12.1% |
| 30D | -0.2% | +17.6% | -17.8% | -5.6% |
| 3M | -24.8% | -13.9% | -11.0% | -21.0% |
| 6M | -39.4% | +6.6% | -45.9% | -42.6% |
| YTD | -56.1% | -22.0% | -34.1% | -51.6% |
| 1Y | -72.5% | -8.8% | -63.7% | -72.0% |
| 3Y | -16.3% | -21.5% | +5.2% | -16.7% |
| All | -16.3% | -23.3% | +7.0% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling