+248.8%
XLF vs COO
+17.0%
+231.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -1.5% | -22.5% | +21.1% | +7.6% |
| 30D | -1.2% | -29.7% | +28.6% | +11.9% |
| 3M | +9.2% | -20.1% | +29.3% | +17.4% |
| 6M | +16.3% | -26.9% | +43.2% | +29.0% |
| YTD | +5.4% | -34.2% | +39.7% | +21.7% |
| 1Y | +7.6% | -21.3% | +28.9% | +15.2% |
| 3Y | +74.2% | -38.7% | +112.9% | +98.0% |
| 5Y | +66.1% | -52.2% | +118.3% | +106.9% |
| All | +248.8% | +17.0% | +231.9% | +243.9% |
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