+130.4%
BHP vs COO
-40.8%
+171.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.0% |
| 7D | +3.5% | +4.3% | -0.8% | +2.2% |
| 30D | -4.5% | +17.6% | -22.1% | -9.1% |
| 3M | -6.4% | -13.9% | +7.5% | -2.6% |
| 6M | -0.1% | +6.6% | -6.6% | -3.8% |
| YTD | +43.0% | -22.0% | +65.0% | +53.4% |
| 1Y | +56.5% | -8.8% | +65.3% | +58.7% |
| 3Y | +62.0% | -21.5% | +83.5% | +66.8% |
| 5Y | +130.4% | -41.0% | +171.4% | +138.0% |
| All | +130.4% | -40.8% | +171.1% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling