+31.8%
BA vs COO
+41.2%
-9.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.4% |
| 7D | +1.1% | +4.7% | -3.6% | -1.2% |
| 30D | -7.9% | +13.9% | -21.8% | -13.6% |
| 3M | -25.3% | -14.9% | -10.4% | -20.1% |
| 6M | -24.6% | +2.0% | -26.6% | -27.0% |
| YTD | -20.1% | -23.9% | +3.8% | -10.5% |
| 1Y | -11.8% | -9.6% | -2.1% | -10.2% |
| 3Y | -10.1% | -25.4% | +15.3% | -4.6% |
| 5Y | -22.7% | -41.2% | +18.4% | -6.8% |
| All | +31.8% | +41.2% | -9.4% | +16.3% |
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