+1,477.5%
XLK vs COP
+1,948.5%
-471.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -0.1% | +15.6% | -15.6% | -4.2% |
| 3M | +2.1% | +14.3% | -12.2% | -2.3% |
| 6M | +37.2% | +17.0% | +20.2% | +29.4% |
| YTD | +30.8% | +47.4% | -16.6% | +14.9% |
| 1Y | +42.6% | +52.4% | -9.8% | +23.6% |
| 3Y | +121.8% | +20.8% | +101.0% | +101.9% |
| 5Y | +145.7% | +191.7% | -46.0% | +64.3% |
| 10Y | +782.1% | +325.1% | +457.0% | +367.4% |
| All | +1,477.5% | +1,948.5% | -471.0% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling