+432.8%
XYL vs COO
+282.8%
+150.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.2% |
| 30D | -13.2% | -7.0% | -6.2% | -10.7% |
| 3M | -3.7% | +12.2% | -15.9% | -8.3% |
| 6M | -17.7% | -15.1% | -2.6% | -12.5% |
| YTD | -21.5% | -15.1% | -6.4% | -16.6% |
| 1Y | -24.5% | +2.3% | -26.8% | -26.0% |
| 3Y | +6.9% | -23.7% | +30.6% | +14.0% |
| 5Y | -18.1% | -38.9% | +20.9% | -5.6% |
| 10Y | +134.7% | +49.9% | +84.8% | +92.5% |
| All | +432.8% | +282.8% | +150.0% | +233.5% |
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