+148.7%
XLK vs COP
+189.9%
-41.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | +2.3% | -2.1% | -0.1% |
| 30D | -0.6% | +8.6% | -9.2% | -1.9% |
| 3M | +2.6% | +19.9% | -17.3% | -0.4% |
| 6M | +34.0% | +19.0% | +14.9% | +29.4% |
| YTD | +30.7% | +50.0% | -19.3% | +20.2% |
| 1Y | +39.2% | +50.5% | -11.3% | +27.6% |
| 3Y | +120.4% | +25.2% | +95.2% | +105.6% |
| All | +148.7% | +189.9% | -41.2% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling