+1,462.0%
BA vs COO
+5,456.7%
-3,994.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -0.1% | +5.3% | -5.3% | -0.6% |
| 30D | -9.1% | +12.5% | -21.7% | -10.1% |
| 3M | -28.2% | -15.1% | -13.0% | -27.2% |
| 6M | -23.1% | +3.7% | -26.8% | -23.6% |
| YTD | -20.6% | -22.5% | +2.0% | -18.9% |
| 1Y | -12.7% | -7.8% | -4.9% | -12.4% |
| 3Y | -11.6% | -24.1% | +12.5% | -10.1% |
| 5Y | -23.1% | -40.1% | +16.9% | -20.4% |
| 10Y | +34.4% | +44.7% | -10.3% | +31.6% |
| All | +1,462.0% | +5,456.7% | -3,994.8% | +1,260.9% |
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