-35.0%
XYL vs COO
-9.3%
-25.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.2% |
| 7D | +0.6% | +4.5% | -3.9% | -0.8% |
| 30D | -5.7% | +16.9% | -22.6% | -9.7% |
| 3M | -19.8% | -16.7% | -3.1% | -15.1% |
| 6M | -14.2% | +5.9% | -20.1% | -16.5% |
| YTD | -28.1% | -22.4% | -5.7% | -22.4% |
| 1Y | -35.0% | -10.1% | -24.9% | -31.2% |
| All | -35.0% | -9.3% | -25.7% | -31.2% |
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