-87.6%
QS vs COO
-40.8%
-46.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +5.2% |
| 7D | +13.7% | +4.3% | +9.4% | +10.8% |
| 30D | -0.2% | +17.6% | -17.8% | -10.1% |
| 3M | -24.8% | -13.9% | -11.0% | -18.2% |
| 6M | -39.4% | +6.6% | -45.9% | -45.1% |
| YTD | -56.1% | -22.0% | -34.1% | -49.5% |
| 1Y | -72.5% | -8.8% | -63.7% | -72.3% |
| 3Y | -16.3% | -21.5% | +5.2% | -14.7% |
| 5Y | -87.6% | -41.0% | -46.6% | -86.2% |
| All | -87.6% | -40.8% | -46.8% | -86.2% |
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 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