+54.6%
XLE vs COO
-23.4%
+78.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +11.8% | -7.0% | +18.8% | +12.7% |
| 3M | +9.8% | +12.2% | -2.4% | +8.0% |
| 6M | +15.6% | -15.1% | +30.7% | +18.6% |
| YTD | +45.3% | -15.1% | +60.3% | +48.9% |
| 1Y | +48.3% | +2.3% | +46.0% | +47.1% |
| All | +54.6% | -23.4% | +78.0% | +49.7% |
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