+42.3%
QSR vs COO
-44.2%
+86.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | -0.1% |
| 7D | -2.4% | -9.0% | +6.6% | -0.1% |
| 30D | +5.7% | -16.8% | +22.5% | +10.5% |
| 3M | +6.9% | -7.5% | +14.4% | +8.8% |
| 6M | +6.9% | -16.3% | +23.1% | +11.2% |
| YTD | +14.9% | -22.5% | +37.5% | +21.7% |
| 1Y | +29.1% | -7.0% | +36.1% | +30.5% |
| 3Y | +26.1% | -27.5% | +53.6% | +32.4% |
| 5Y | +42.3% | -43.3% | +85.6% | +59.0% |
| All | +42.3% | -44.2% | +86.5% | +59.0% |
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