+114.5%
XLRE vs COO
+76.1%
+38.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +0.8% | +0.5% | +0.4% | +0.7% |
| 30D | +6.9% | +14.2% | -7.2% | +2.1% |
| 3M | -0.8% | -18.2% | +17.4% | +5.6% |
| 6M | +2.1% | +5.3% | -3.3% | -1.1% |
| YTD | +12.6% | -23.6% | +36.2% | +22.1% |
| 1Y | +12.5% | -12.7% | +25.2% | +15.9% |
| 3Y | +44.2% | -24.2% | +68.4% | +51.5% |
| 5Y | +9.1% | -40.0% | +49.1% | +23.0% |
| 10Y | +111.8% | +41.6% | +70.2% | +90.4% |
| All | +114.5% | +76.1% | +38.4% | +88.9% |
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 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