+1,080.1%
XLI vs COO
+2,956.9%
-1,876.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +4.3% | -2.1% | +6.4% | +4.8% |
| 30D | +0.5% | +13.9% | -13.5% | -2.8% |
| 3M | -8.6% | -18.9% | +10.4% | -4.3% |
| 6M | -2.3% | +3.7% | -6.1% | -4.2% |
| YTD | +10.1% | -24.1% | +34.2% | +16.6% |
| 1Y | +11.0% | -14.2% | +25.2% | +13.9% |
| 3Y | +72.3% | -24.5% | +96.7% | +78.9% |
| 5Y | +70.8% | -40.4% | +111.3% | +86.1% |
| 10Y | +228.7% | +40.5% | +188.2% | +193.3% |
| All | +1,080.1% | +2,956.9% | -1,876.8% | +515.3% |
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