+515.7%
BHP vs COO
+36.7%
+479.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +2.6% |
| 7D | +0.9% | -9.0% | +9.9% | +4.3% |
| 30D | +4.0% | -16.8% | +20.9% | +11.2% |
| 3M | +11.3% | -7.5% | +18.7% | +13.7% |
| 6M | +29.3% | -16.3% | +45.6% | +37.0% |
| YTD | +59.2% | -22.5% | +81.8% | +73.6% |
| 1Y | +80.8% | -7.0% | +87.8% | +82.2% |
| 3Y | +88.0% | -27.5% | +115.4% | +102.6% |
| 5Y | +126.6% | -43.3% | +170.0% | +165.2% |
| 10Y | +515.7% | +37.6% | +478.2% | +448.6% |
| All | +515.7% | +36.7% | +479.0% | +448.6% |
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