+32.9%
XLV vs COO
-7.7%
+40.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +1.6% |
| 7D | +5.5% | +8.4% | -2.9% | +3.4% |
| 30D | +13.3% | +13.5% | -0.2% | +9.7% |
| 3M | +17.4% | -13.8% | +31.2% | +22.8% |
| 6M | +32.1% | +4.7% | +27.4% | +29.6% |
| YTD | +24.0% | -21.4% | +45.4% | +32.6% |
| 1Y | +32.9% | -6.7% | +39.6% | +33.1% |
| All | +32.9% | -7.7% | +40.5% | +33.1% |
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 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