+66.0%
BHP vs COO
+4.1%
+61.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.8% |
| 30D | +1.2% | -7.0% | +8.2% | +1.6% |
| 3M | +1.8% | +12.2% | -10.4% | +0.6% |
| 6M | +18.0% | -15.1% | +33.1% | +23.9% |
| YTD | +52.7% | -15.1% | +67.8% | +60.4% |
| 1Y | +66.0% | +2.3% | +63.6% | +73.9% |
| All | +66.0% | +4.1% | +61.8% | +73.9% |
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 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