+204.1%
QSR vs COO
+74.7%
+129.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.4% | -2.2% | +4.7% | +3.2% |
| 30D | +7.6% | -7.0% | +14.6% | +10.2% |
| 3M | +12.6% | +12.2% | +0.4% | +8.0% |
| 6M | +14.4% | -15.1% | +29.5% | +20.2% |
| YTD | +19.6% | -15.1% | +34.7% | +25.6% |
| 1Y | +33.9% | +2.3% | +31.5% | +31.3% |
| 3Y | +27.1% | -23.7% | +50.8% | +33.7% |
| 5Y | +48.5% | -38.9% | +87.5% | +67.7% |
| 10Y | +126.2% | +49.9% | +76.3% | +77.1% |
| All | +204.1% | +74.7% | +129.4% | +120.9% |
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