+231.7%
XLI vs COO
+40.2%
+191.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.9% | -2.3% | +3.2% | +1.7% |
| 30D | +1.1% | +13.3% | -12.2% | -3.5% |
| 3M | -7.7% | -18.1% | +10.4% | -1.6% |
| 6M | -1.8% | +6.7% | -8.5% | -5.8% |
| YTD | +11.1% | -23.2% | +34.3% | +20.6% |
| 1Y | +12.1% | -12.3% | +24.4% | +15.4% |
| 3Y | +73.8% | -23.6% | +97.4% | +81.1% |
| 5Y | +73.8% | -38.7% | +112.5% | +95.1% |
| 10Y | +231.7% | +42.2% | +189.5% | +189.8% |
| All | +231.7% | +40.2% | +191.5% | +189.8% |
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