-43.5%
QS vs COO
-11.0%
-32.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.8% |
| 7D | +2.2% | -2.3% | +4.5% | +3.7% |
| 30D | -8.1% | -8.8% | +0.8% | -2.5% |
| 3M | -27.0% | +1.3% | -28.4% | -28.8% |
| 6M | -16.4% | -11.6% | -4.9% | -11.2% |
| YTD | -46.4% | -17.4% | -28.9% | -40.0% |
| 1Y | -41.1% | -1.6% | -39.5% | -43.4% |
| 3Y | -18.6% | -22.6% | +4.0% | -11.3% |
| 5Y | -73.0% | -40.3% | -32.7% | -66.0% |
| All | -43.5% | -11.0% | -32.5% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling