+86.6%
XLRE vs COO
+17.5%
+69.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.8% | +4.5% |
| 7D | -2.7% | -23.3% | +20.6% | +6.5% |
| 30D | -2.3% | -29.5% | +27.1% | +10.3% |
| 3M | -3.5% | -20.0% | +16.5% | +3.7% |
| 6M | +1.9% | -27.2% | +29.1% | +13.0% |
| YTD | +8.3% | -33.9% | +42.3% | +24.5% |
| 1Y | +6.4% | -19.9% | +26.3% | +12.9% |
| 3Y | +30.2% | -38.1% | +68.3% | +48.0% |
| 5Y | +8.6% | -52.0% | +60.6% | +34.0% |
| All | +86.6% | +17.5% | +69.1% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling