+135.9%
XLU vs COO
+17.0%
+118.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -22.5% | +20.9% | +4.9% |
| 30D | -3.3% | -29.7% | +26.4% | +5.8% |
| 3M | -3.2% | -20.1% | +17.0% | +2.1% |
| 6M | -7.0% | -26.9% | +19.9% | +0.2% |
| YTD | +0.6% | -34.2% | +34.9% | +11.5% |
| 1Y | +2.4% | -21.3% | +23.7% | +7.3% |
| 3Y | +46.3% | -38.7% | +84.9% | +60.3% |
| 5Y | +44.0% | -52.2% | +96.2% | +67.7% |
| All | +135.9% | +17.0% | +118.9% | +109.6% |
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