+145.6%
XLK vs COO
-51.8%
+197.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.7% | +13.3% | +3.1% |
| 7D | -0.4% | -23.3% | +22.9% | +7.6% |
| 30D | -0.5% | -29.5% | +29.0% | +10.3% |
| 3M | +5.0% | -20.0% | +25.0% | +11.2% |
| 6M | +32.9% | -27.2% | +60.1% | +45.1% |
| YTD | +29.0% | -33.9% | +62.9% | +45.9% |
| 1Y | +37.8% | -19.9% | +57.8% | +44.0% |
| 3Y | +118.7% | -38.1% | +156.8% | +140.9% |
| 5Y | +145.6% | -52.0% | +197.5% | +205.7% |
| All | +145.6% | -51.8% | +197.3% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling