-75.6%
QS vs COO
-44.2%
-31.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.2% | -0.4% | -2.3% |
| 7D | -4.2% | -9.0% | +4.7% | +2.2% |
| 30D | -15.7% | -16.8% | +1.2% | -4.4% |
| 3M | -28.7% | -7.5% | -21.2% | -25.7% |
| 6M | -23.2% | -16.3% | -7.0% | -15.0% |
| YTD | -49.9% | -22.5% | -27.4% | -41.1% |
| 1Y | -38.8% | -7.0% | -31.8% | -39.2% |
| 3Y | -24.0% | -27.5% | +3.4% | -14.0% |
| 5Y | -75.6% | -43.3% | -32.3% | -66.8% |
| All | -75.6% | -44.2% | -31.4% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling