+49.2%
XEL vs COO
-23.3%
+72.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +1.9% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | -1.5% | -8.8% | +7.3% | -0.2% |
| 3M | -0.2% | +1.3% | -1.6% | -0.5% |
| 6M | -5.4% | -11.6% | +6.1% | -4.1% |
| YTD | +5.6% | -17.4% | +23.1% | +8.1% |
| 1Y | +10.5% | -1.6% | +12.1% | +9.8% |
| 3Y | +49.2% | -22.6% | +71.8% | +55.3% |
| All | +49.2% | -23.3% | +72.5% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling