+988.5%
XLE vs COO
+3,021.8%
-2,033.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -10.3% | +5.3% | -15.6% | -11.5% |
| 30D | -3.3% | +12.5% | -15.9% | -6.1% |
| 3M | +8.2% | -15.1% | +23.3% | +11.5% |
| 6M | +5.0% | +3.7% | +1.3% | +2.9% |
| YTD | +40.6% | -22.5% | +63.1% | +47.0% |
| 1Y | +45.0% | -7.8% | +52.8% | +45.3% |
| 3Y | +56.3% | -24.1% | +80.4% | +60.6% |
| 5Y | +152.2% | -40.1% | +192.3% | +169.8% |
| 10Y | +173.0% | +44.7% | +128.3% | +139.7% |
| All | +988.5% | +3,021.8% | -2,033.3% | +497.3% |
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