+332.2%
BHP vs COO
+41.1%
+291.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -4.5% | +14.2% | -18.7% | -9.3% |
| 3M | -6.9% | -18.2% | +11.3% | -0.5% |
| 6M | -10.6% | +5.3% | -15.9% | -14.2% |
| YTD | +37.2% | -23.6% | +60.8% | +49.4% |
| 1Y | +48.0% | -12.7% | +60.7% | +52.5% |
| 3Y | +52.6% | -24.2% | +76.7% | +60.3% |
| 5Y | +116.5% | -40.0% | +156.5% | +145.8% |
| All | +332.2% | +41.1% | +291.1% | +298.0% |
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