+215.2%
XLY vs COO
+17.0%
+198.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -1.7% | -22.5% | +20.8% | +8.0% |
| 30D | -4.2% | -29.7% | +25.6% | +9.4% |
| 3M | -2.7% | -20.1% | +17.5% | +5.3% |
| 6M | -0.6% | -26.9% | +26.3% | +11.1% |
| YTD | -5.0% | -34.2% | +29.2% | +10.7% |
| 1Y | -4.1% | -21.3% | +17.2% | +3.2% |
| 3Y | +33.6% | -38.7% | +72.3% | +53.6% |
| 5Y | +28.7% | -52.2% | +80.9% | +62.2% |
| All | +215.2% | +17.0% | +198.2% | +192.8% |
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