+188.6%
QSR vs COO
+57.3%
+131.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +4.1% | +14.2% | -10.0% | -0.3% |
| 3M | -0.7% | -18.2% | +17.6% | +5.5% |
| 6M | +0.4% | +5.3% | -4.9% | -2.3% |
| YTD | +13.5% | -23.6% | +37.1% | +22.7% |
| 1Y | +11.0% | -12.7% | +23.7% | +14.5% |
| 3Y | +22.0% | -24.2% | +46.2% | +27.3% |
| 5Y | +57.1% | -40.0% | +97.0% | +76.2% |
| 10Y | +138.3% | +41.6% | +96.7% | +88.7% |
| All | +188.6% | +57.3% | +131.3% | +115.8% |
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 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