+1,472.6%
XLK vs COO
+3,320.6%
-1,848.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | +0.7% | -7.0% | +7.8% | +2.5% |
| 3M | -2.9% | +12.2% | -15.1% | -6.4% |
| 6M | +34.3% | -15.1% | +49.4% | +38.9% |
| YTD | +30.4% | -15.1% | +45.5% | +34.9% |
| 1Y | +43.4% | +2.3% | +41.0% | +40.7% |
| 3Y | +116.8% | -23.7% | +140.5% | +125.0% |
| 5Y | +144.0% | -38.9% | +183.0% | +166.5% |
| 10Y | +778.8% | +49.9% | +728.8% | +677.6% |
| All | +1,472.6% | +3,320.6% | -1,848.0% | +656.4% |
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