+1,117.4%
XLI vs COO
+3,320.6%
-2,203.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -1.1% | -2.2% | +1.2% | -0.5% |
| 30D | -5.9% | -7.0% | +1.1% | -4.3% |
| 3M | -0.3% | +12.2% | -12.5% | -3.4% |
| 6M | +0.1% | -15.1% | +15.2% | +3.8% |
| YTD | +13.6% | -15.1% | +28.7% | +17.7% |
| 1Y | +17.2% | +2.3% | +14.9% | +15.6% |
| 3Y | +68.2% | -23.7% | +91.9% | +75.1% |
| 5Y | +80.7% | -38.9% | +119.6% | +96.5% |
| 10Y | +253.3% | +49.9% | +203.3% | +211.2% |
| All | +1,117.4% | +3,320.6% | -2,203.2% | +521.1% |
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