+325.1%
COP vs XRT
+123.1%
+201.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.7% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +15.6% | -5.6% | +21.2% | +18.8% |
| 3M | +14.3% | +2.5% | +11.8% | +11.8% |
| 6M | +17.0% | +3.7% | +13.3% | +12.8% |
| YTD | +47.4% | +1.0% | +46.5% | +44.0% |
| 1Y | +52.4% | -1.2% | +53.6% | +50.2% |
| 3Y | +20.8% | +43.4% | -22.5% | -5.9% |
| 5Y | +191.7% | -0.7% | +192.4% | +171.1% |
| 10Y | +325.1% | +123.7% | +201.4% | +79.8% |
| All | +325.1% | +123.1% | +201.9% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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