+1,101.4%
XLY vs COO
+3,020.3%
-1,918.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +4.9% | +0.3% |
| 7D | -2.1% | -9.0% | +6.9% | +0.3% |
| 30D | -6.0% | -16.8% | +10.8% | -1.5% |
| 3M | -2.7% | -7.5% | +4.7% | -1.0% |
| 6M | -1.5% | -16.3% | +14.8% | +2.8% |
| YTD | -5.4% | -22.5% | +17.1% | +0.6% |
| 1Y | -3.8% | -7.0% | +3.2% | -2.8% |
| 3Y | +36.6% | -27.5% | +64.0% | +44.6% |
| 5Y | +27.4% | -43.3% | +70.7% | +42.7% |
| 10Y | +218.2% | +37.6% | +180.6% | +187.3% |
| All | +1,101.4% | +3,020.3% | -1,918.9% | +515.5% |
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 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