+173.9%
XLE vs COO
+40.2%
+133.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | -4.0% | +13.3% | -17.3% | -7.9% |
| 3M | +4.6% | -18.1% | +22.7% | +10.3% |
| 6M | +12.3% | +6.7% | +5.6% | +7.9% |
| YTD | +44.5% | -23.2% | +67.8% | +54.6% |
| 1Y | +42.4% | -12.3% | +54.7% | +45.1% |
| 3Y | +67.0% | -23.6% | +90.6% | +71.2% |
| 5Y | +161.9% | -38.7% | +200.6% | +186.3% |
| 10Y | +173.9% | +42.2% | +131.7% | +151.9% |
| All | +173.9% | +40.2% | +133.7% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling