+4.7%
XLRE vs COO
-19.9%
+24.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.8% | +1.6% |
| 7D | -2.7% | -23.3% | +20.6% | +1.7% |
| 30D | -2.3% | -29.5% | +27.1% | +3.7% |
| 3M | -3.5% | -20.0% | +16.5% | -0.1% |
| 6M | +1.9% | -27.2% | +29.1% | +7.0% |
| YTD | +8.3% | -33.9% | +42.3% | +15.5% |
| All | +4.7% | -19.9% | +24.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling