+48.0%
BHP vs COO
-12.3%
+60.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | -4.5% | +14.2% | -18.7% | -5.9% |
| 3M | -6.9% | -18.2% | +11.3% | -5.4% |
| 6M | -10.6% | +5.3% | -15.9% | -12.5% |
| YTD | +37.2% | -23.6% | +60.8% | +49.6% |
| 1Y | +48.0% | -12.7% | +60.7% | +58.3% |
| All | +48.0% | -12.3% | +60.3% | +58.3% |
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 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