+1,076.3%
XLI vs COO
+3,042.4%
-1,966.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.2% |
| 7D | -0.5% | +4.3% | -4.8% | -1.5% |
| 30D | -0.2% | +17.6% | -17.8% | -4.2% |
| 3M | -8.6% | -13.9% | +5.3% | -5.7% |
| 6M | -2.0% | +6.6% | -8.5% | -4.5% |
| YTD | +9.7% | -22.0% | +31.7% | +15.5% |
| 1Y | +11.4% | -8.8% | +20.2% | +12.6% |
| 3Y | +74.2% | -21.5% | +95.7% | +79.2% |
| 5Y | +70.0% | -41.0% | +111.0% | +85.5% |
| 10Y | +235.2% | +40.9% | +194.4% | +198.6% |
| All | +1,076.3% | +3,042.4% | -1,966.1% | +509.2% |
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