+719.7%
XLK vs COO
+41.1%
+678.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | -10.6% | +14.2% | -24.7% | -15.4% |
| 3M | -10.6% | -18.2% | +7.6% | -4.2% |
| 6M | -3.5% | +5.3% | -8.8% | -8.2% |
| YTD | +18.7% | -23.6% | +42.3% | +29.6% |
| 1Y | +19.4% | -12.7% | +32.1% | +22.4% |
| 3Y | +94.5% | -24.2% | +118.6% | +101.2% |
| 5Y | +111.2% | -40.0% | +151.2% | +142.2% |
| All | +719.7% | +41.1% | +678.6% | +537.0% |
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 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