+149.9%
XLE vs COO
-41.6%
+191.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -12.0% | +4.7% | -16.7% | -12.6% |
| 30D | -2.7% | +13.9% | -16.6% | -4.7% |
| 3M | +6.6% | -14.9% | +21.5% | +9.0% |
| 6M | +9.5% | +2.0% | +7.5% | +8.2% |
| YTD | +40.6% | -23.9% | +64.5% | +46.5% |
| 1Y | +43.6% | -9.6% | +53.2% | +44.6% |
| 3Y | +58.1% | -25.4% | +83.5% | +61.3% |
| All | +149.9% | -41.6% | +191.5% | +154.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling