+123.9%
BHP vs COO
-39.5%
+163.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +2.6% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | +4.0% | -8.8% | +12.8% | +6.8% |
| 3M | +12.3% | +1.3% | +11.0% | +11.3% |
| 6M | +30.8% | -11.6% | +42.4% | +35.5% |
| YTD | +58.8% | -17.4% | +76.2% | +68.2% |
| 1Y | +76.8% | -1.6% | +78.4% | +75.4% |
| 3Y | +87.5% | -22.6% | +110.1% | +96.2% |
| 5Y | +123.9% | -40.3% | +164.2% | +137.2% |
| All | +123.9% | -39.5% | +163.4% | +137.2% |
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