+7,943.2%
BHP vs COO
+5,988.7%
+1,954.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.7% |
| 30D | +3.4% | -7.0% | +10.4% | +4.0% |
| 3M | +4.1% | +12.2% | -8.1% | +2.9% |
| 6M | +20.6% | -15.1% | +35.7% | +22.1% |
| YTD | +56.1% | -15.1% | +71.2% | +57.9% |
| 1Y | +69.6% | +2.3% | +67.3% | +68.8% |
| 3Y | +78.8% | -23.7% | +102.5% | +81.6% |
| 5Y | +113.1% | -38.9% | +152.0% | +119.7% |
| 10Y | +505.9% | +49.9% | +456.0% | +486.1% |
| All | +7,943.2% | +5,988.7% | +1,954.5% | +6,705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling