+58.1%
XLE vs COO
-25.3%
+83.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -12.0% | +4.7% | -16.7% | -12.4% |
| 30D | -2.7% | +13.9% | -16.6% | -4.0% |
| 3M | +6.6% | -14.9% | +21.5% | +8.4% |
| 6M | +9.5% | +2.0% | +7.5% | +8.6% |
| YTD | +40.6% | -23.9% | +64.5% | +45.7% |
| 1Y | +43.6% | -9.6% | +53.2% | +44.5% |
| 3Y | +58.1% | -25.4% | +83.5% | +57.9% |
| All | +58.1% | -25.3% | +83.4% | +57.9% |
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 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