+2,059.6%
XEL vs COO
+5,341.2%
-3,281.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +1.4% | -2.1% | +3.5% | +1.5% |
| 30D | +9.2% | +13.9% | -4.7% | +8.5% |
| 3M | +4.5% | -18.9% | +23.5% | +5.4% |
| 6M | +3.6% | +3.7% | -0.1% | +3.3% |
| YTD | +12.9% | -24.1% | +37.0% | +14.1% |
| 1Y | +4.1% | -14.2% | +18.3% | +4.6% |
| 3Y | +52.3% | -24.5% | +76.8% | +53.5% |
| 5Y | +51.6% | -40.4% | +92.0% | +53.9% |
| 10Y | +185.2% | +40.5% | +144.7% | +180.8% |
| All | +2,059.6% | +5,341.2% | -3,281.7% | +1,880.6% |
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