+131.7%
QSR vs COO
+17.5%
+114.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.7% | +14.0% | +4.1% |
| 7D | -4.7% | -23.3% | +18.6% | +3.5% |
| 30D | +4.3% | -29.5% | +33.8% | +16.4% |
| 3M | +5.4% | -20.0% | +25.4% | +12.7% |
| 6M | +8.2% | -27.2% | +35.4% | +18.9% |
| YTD | +14.1% | -33.9% | +48.0% | +29.4% |
| 1Y | +28.1% | -19.9% | +48.0% | +35.5% |
| 3Y | +25.3% | -38.1% | +63.4% | +40.0% |
| 5Y | +40.4% | -52.0% | +92.4% | +71.1% |
| All | +131.7% | +17.5% | +114.1% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling