+422.3%
XLF vs COO
+3,320.6%
-2,898.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +0.2% | -7.0% | +7.2% | +2.4% |
| 3M | +11.7% | +12.2% | -0.5% | +7.3% |
| 6M | +13.8% | -15.1% | +28.9% | +19.0% |
| YTD | +7.0% | -15.1% | +22.1% | +11.9% |
| 1Y | +9.1% | +2.3% | +6.8% | +7.2% |
| 3Y | +75.6% | -23.7% | +99.3% | +84.3% |
| 5Y | +66.4% | -38.9% | +105.4% | +84.7% |
| 10Y | +250.3% | +49.9% | +200.3% | +192.8% |
| All | +422.3% | +3,320.6% | -2,898.3% | +95.9% |
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 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