+80.8%
BHP vs COO
-7.1%
+87.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.5% | +0.6% |
| 7D | +0.9% | -9.0% | +9.9% | +1.4% |
| 30D | +4.0% | -16.8% | +20.9% | +5.0% |
| 3M | +11.3% | -7.5% | +18.7% | +11.6% |
| 6M | +29.3% | -16.3% | +45.6% | +34.9% |
| YTD | +59.2% | -22.5% | +81.8% | +68.0% |
| 1Y | +80.8% | -7.0% | +87.8% | +90.3% |
| All | +80.8% | -7.1% | +87.9% | +90.3% |
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