+30.8%
XLV vs COO
-38.7%
+69.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -22.5% | +19.0% | +2.1% |
| 30D | -1.8% | -29.7% | +27.9% | +6.5% |
| 3M | +7.8% | -20.1% | +27.9% | +13.2% |
| 6M | +9.1% | -26.9% | +36.0% | +16.8% |
| YTD | +7.7% | -34.2% | +42.0% | +18.0% |
| 1Y | +20.4% | -21.3% | +41.7% | +26.4% |
| 3Y | +30.8% | -38.7% | +69.4% | +41.5% |
| All | +30.8% | -38.7% | +69.4% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling