+111.4%
XLK vs COO
-40.4%
+151.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | -10.6% | +14.2% | -24.7% | -14.2% |
| 3M | -10.6% | -18.2% | +7.6% | -5.5% |
| 6M | -3.5% | +5.3% | -8.8% | -7.3% |
| YTD | +18.7% | -23.6% | +42.3% | +28.2% |
| 1Y | +19.4% | -12.7% | +32.1% | +22.3% |
| 3Y | +94.5% | -24.2% | +118.6% | +97.9% |
| All | +111.4% | -40.4% | +151.8% | +135.9% |
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