+74.2%
XLI vs COO
-23.3%
+97.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.3% |
| 7D | -0.5% | +4.3% | -4.8% | -1.3% |
| 30D | -0.2% | +17.6% | -17.8% | -3.6% |
| 3M | -8.6% | -13.9% | +5.3% | -5.9% |
| 6M | -2.0% | +6.6% | -8.5% | -4.2% |
| YTD | +9.7% | -22.0% | +31.7% | +15.3% |
| 1Y | +11.4% | -8.8% | +20.2% | +12.9% |
| 3Y | +74.2% | -21.5% | +95.7% | +76.0% |
| All | +74.2% | -23.3% | +97.5% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling