+43.4%
XLK vs COP
+46.5%
-3.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.5% |
| 7D | +0.9% | +3.0% | -2.1% | +1.4% |
| 30D | +0.7% | +17.5% | -16.7% | +3.7% |
| 3M | -2.9% | +13.4% | -16.3% | -0.1% |
| 6M | +34.3% | +17.7% | +16.5% | +37.3% |
| YTD | +30.4% | +46.6% | -16.2% | +32.7% |
| 1Y | +43.4% | +44.6% | -1.2% | +44.8% |
| All | +43.4% | +46.5% | -3.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling