+51.3%
BHP vs COO
-9.3%
+60.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +3.8% | +4.5% | -0.7% | +3.4% |
| 30D | -6.5% | +16.9% | -23.4% | -8.1% |
| 3M | -8.5% | -16.7% | +8.2% | -7.2% |
| 6M | -2.2% | +5.9% | -8.1% | -4.1% |
| YTD | +40.0% | -22.4% | +62.4% | +52.4% |
| 1Y | +51.3% | -10.1% | +61.4% | +62.1% |
| All | +51.3% | -9.3% | +60.6% | +62.1% |
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