+110.6%
XLRE vs COO
+95.6%
+15.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -1.2% | -2.2% | +1.0% | -0.5% |
| 30D | -2.8% | -7.0% | +4.2% | -0.4% |
| 3M | -0.2% | +12.2% | -12.4% | -4.7% |
| 6M | +1.9% | -15.1% | +17.1% | +7.5% |
| YTD | +10.6% | -15.1% | +25.7% | +16.4% |
| 1Y | +8.8% | +2.3% | +6.5% | +6.4% |
| 3Y | +31.5% | -23.7% | +55.2% | +39.4% |
| 5Y | +6.6% | -38.9% | +45.5% | +20.3% |
| 10Y | +84.0% | +49.9% | +34.1% | +61.6% |
| All | +110.6% | +95.6% | +15.0% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling